R/ica.def.par.R

In mixOmics: Omics Data Integration Project

#############################################################################################################
# Authors:
#   The function ica.par and ica.def are borrowed from the fastICA package (see references in help file).
#
# created: 2011
# last modified: 2011
#
# Copyright (C) 2011
#
# This program is free software; you can redistribute it and/or
# modify it under the terms of the GNU General Public License
# as published by the Free Software Foundation; either version 2
# of the License, or (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program; if not, write to the Free Software
# Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
#############################################################################################################

ica.def <-
    function (X, ncomp, tol, fun, alpha, max.iter, verbose, w.init)
{
    n <- nrow(X)
    p <- ncol(X)
    W <- matrix(0, ncomp, ncomp)
    for (i in 1:ncomp) {
        w <- matrix(w.init[i,], ncomp, 1)
        if (i > 1) {
            t <- w
            t[1:length(t)] <- 0
            for (u in 1:(i - 1)) {
                k <- sum(w * W[u, ])
                t <- t + k * W[u, ]
            }
            w <- w - t
        }
        w <- w/sqrt(sum(w^2))
        lim <- rep(1000, max.iter)
        it <- 1
        if (fun == "logcosh") {
            while (lim[it] > tol && it < max.iter) {
                wx <- t(w) %*% X
                gwx <- tanh(alpha * wx)
                gwx <- matrix(gwx, ncomp, p, byrow = TRUE)
                xgwx <- X * gwx
                v1 <- apply(xgwx, 1, FUN = mean)
                g.wx <- alpha * (1 - (tanh(alpha * wx))^2)
                v2 <- mean(g.wx) * w
                w1 <- v1 - v2
                w1 <- matrix(w1, ncomp, 1)
                it <- it + 1
                if (i > 1) {
                    t <- w1
                    t[1:length(t)] <- 0
                    for (u in 1:(i - 1)) {
                        k <- sum(w1 * W[u, ])
                        t <- t + k * W[u, ]
                    }
                    w1 <- w1 - t
                }
                w1 <- w1/sqrt(sum(w1^2))
                lim[it] <- Mod(Mod(sum((w1 * w))) - 1)
                w <- matrix(w1, ncomp, 1)
            }
        }
        if (fun == "exp") {
            while (lim[it] > tol && it < max.iter) {
                wx <- t(w) %*% X
                gwx <- wx * exp(-(wx^2)/2)
                gwx <- matrix(gwx, ncomp, p, byrow = TRUE)
                xgwx <- X * gwx
                v1 <- apply(xgwx, 1, FUN = mean)
                g.wx <- (1 - wx^2) * exp(-(wx^2)/2)
                v2 <- mean(g.wx) * w
                w1 <- v1 - v2
                w1 <- matrix(w1, ncomp, 1)
                it <- it + 1
                if (i > 1) {
                    t <- w1
                    t[1:length(t)] <- 0
                    for (u in 1:(i - 1)) {
                        k <- sum(w1 * W[u, ])
                        t <- t + k * W[u, ]
                    }
                    w1 <- w1 - t
                }
                w1 <- w1/sqrt(sum(w1^2))
                lim[it] <- Mod(Mod(sum((w1 * w))) - 1)
                if (verbose)
                    message("Iteration ", it - 1, " tol = ", format(lim[it]))
                w <- matrix(w1, ncomp, 1)
            }
        }
        W[i, ] <- w
    }
    return(W)
}

ica.par <- function (X, ncomp, tol, fun, alpha, max.iter, verbose, w.init)
{
    Diag <- function(d) if(length(d) > 1L) diag(d) else as.matrix(d)
    n <- nrow(X)
    p <- ncol(X)
    W <- w.init+matrix(c(1:9),ncomp,ncomp)
    sW <- La.svd(W)
    W <- sW$u %*% Diag(1/sW$d) %*% t(sW$u) %*% W
    W1 <- W
    lim <- rep(1000, max.iter)
    it <- 1
    if (fun == "logcosh") {
        while (lim[it] > tol && it < max.iter) {
            wx <- W %*% X
            gwx <- tanh(alpha * wx)
            v1 <- gwx %*% t(X)/p
            g.wx <- alpha * (1 - (gwx)^2)
            v2 <- Diag(apply(g.wx, 1, FUN = mean)) %*% W
            W1 <- v1 - v2
            sW1 <- La.svd(W1)
            W1 <- sW1$u %*% Diag(1/sW1$d) %*% t(sW1$u) %*% W1
            lim[it + 1] <- max(Mod(Mod(diag(W1 %*% t(W))) - 1))
            W <- W1
            if (verbose)
            message("Iteration ", it, " tol = ", format(lim[it + 1]))
            it <- it + 1
        }
    }
    if (fun == "exp") {
        while (lim[it] > tol && it < max.iter) {
            wx <- W %*% X
            gwx <- wx * exp(-(wx^2)/2)
            v1 <- gwx %*% t(X)/p
            g.wx <- (1 - wx^2) * exp(-(wx^2)/2)
            v2 <- Diag(apply(g.wx, 1, FUN = mean)) %*% W
            W1 <- v1 - v2
            sW1 <- La.svd(W1)
            W1 <- sW1$u %*% Diag(1/sW1$d) %*% t(sW1$u) %*% W1
            lim[it + 1] <- max(Mod(Mod(diag(W1 %*% t(W))) - 1))
            W <- W1
            if (verbose)
            message("Iteration ", it, " tol = ", format(lim[it + 1]))
            it <- it + 1
        }
    }
    return(W)
}