R/genetic.R

In subselect: Selecting Variable Subsets

genetic<-function(mat, kmin, kmax=kmin, popsize=max(100,2*ncol(mat)), nger=100,
mutate=FALSE, mutprob=0.01, maxclone=5, exclude=NULL, include=NULL,
improvement=TRUE, setseed= FALSE,  criterion="default", pcindices="first_k",
initialpop=NULL, force=FALSE, H=NULL, r=0,tolval=1000*.Machine$double.eps,
tolsym=1000*.Machine$double.eps)
{


#########################################################################################
# auxiliary  variables (includes declarations to avoid "no visible binding" NOTE)       #
#########################################################################################

	p <- ncol(mat)    				# Number of original variables
	nexclude <- length(exclude)     		# Number of excluded variables
	ninclude <- length(include)     		# Number of included variables				 
	if (pcindices[1]!="first_k") esp <- TRUE		# The user has specified the set of Principal Components to be used with the GCD criterion
	else esp <- FALSE				# The user has not specified the set of Principal Components to be used with the GCD criterion
	if (!is.null(initialpop)) pilog <- TRUE		# The user has specified an initial population
	else pilog <- FALSE				# The user has not specified an initial population
	exc <- exclude					# Name for vector of excluded variables after 'validation' routine 
	inc <- include					# Name for vector of included variables after 'validation' routine 

        
###############################
# general validation of input #
###############################

  
        initialization(mat, criterion, r)
        if (validation(mat, kmin, kmax, exclude, include, criterion, pcindices, tolval, tolsym, "genetic") == "singularmat")  singularmat = TRUE  
        else singularmat = FALSE         
        maxnovar = 400
        if ((p > maxnovar) & (force==FALSE)) stop("\n For very large data sets, memory problems may crash the R session. \n To proceed anyways, repeat the function call with \n the argument 'force' set to 'TRUE' (after saving anything important \n from the current session)\n")


######################################################################
# Parameter validation if the criterion is one of "TAU_2", "XI_2",   #
# "ZETA_2" or "CCR1_2"  or "WALD"                                    #
######################################################################

if (criterion == "TAU_2" || criterion == "XI_2" || criterion ==
"ZETA_2" || criterion == "CCR1_2" || criterion == "WALD") validnovcrit(mat,criterion,H,r,p,tolval,tolsym)


##############################################################
# more specific validation of input for the genetic function #
##############################################################

        validgenetic(kmin, kmax, popsize, mutprob, exclude, nexclude, include, ninclude, initialpop)


##############################################
# initializations for the Fortran subroutine #
##############################################

       # Normalize matrices in order to improve numerical accuracy
	
	if (r==0) mat <- mat/max(mat)
	else {
		scl <- sqrt(diag(mat)) 
        	sclotprd <- outer(scl,scl)
		mat <- mat/sclotprd
        	H <- H/sclotprd
	}  

        if (setseed == TRUE) set.seed(2,kind="default")
        valores<-rep(0.0,length(kmin:kmax)*popsize)
        vars<-rep(0,popsize*length(kmin:kmax)*kmax)
        bestval<-rep(0.0,length(kmin:kmax))
        bestvar<-rep(0,kmax*length(kmin:kmax))
        kabort<-kmax+1
        if (criterio == 3) {
          decespectral<-eigen(mat,symmetric=TRUE)
          valp<-decespectral$values
          vecp<-decespectral$vectors
               }
           else {
              valp<-rep(0,p)
              vecp<-matrix(nrow=p,ncol=p,rep(0,p*p))
                 }


##################################
# call to the Fortran subroutine #
##################################

	if (criterion == "WALD")   {

###       Convert a min Wald problem into an (artificial) equivalent max "XI2" problem
        
            Waldval <- sum(diag(solve(mat,H)))
                H <- H / Waldval 
		criterion <- "XI_2"
		criterio <- 5
	}
        else Waldval <- NULL

        Fortout <- .Fortran("genetic",as.integer(criterio),as.integer(p),
          as.double(as.vector(mat)),
          as.integer(kmin),as.integer(kmax),as.double(valores),
          as.integer(vars),as.double(bestval),as.integer(bestvar),
          as.integer(nexclude),as.integer(exc),as.integer(ninclude),
          as.integer(inc),as.integer(popsize),as.integer(nger),
          as.integer(maxclone),as.logical(mutate),
          as.double(mutprob),as.logical(improvement),
          as.integer(length(pcindices)),as.integer(pcindices),as.logical(esp),
          as.integer(kabort),as.logical(pilog),
          as.integer(as.vector(initialpop)),as.double(valp),
          as.double(as.vector(vecp)),as.double(as.vector(H)),as.integer(r),
	  as.logical(singularmat),as.double(tolval),logical(1),
	  PACKAGE="subselect")

#######################################
# Preparing and returning the output  #
#######################################

	output <- prepRetOtp(c(Fortout[6:9],call=match.call()),kmin,kmax,popsize,Waldval,"genetic",Numprb=Fortout[[32]]) 
        kabort <- Fortout[[23]]
#	if (kabort <= kmin || is.null(output)) return(invisible(NA))
#	maxk <- min(kabort-1,kmin+nrow(output$bestsets)-1)
	if (is.null(output)) return(invisible(NA))
	maxk <- min(kabort,kmin+nrow(output$bestsets)-1)

        list(subsets=output$subsets[,1:maxk,1:(maxk-kmin+1),drop=FALSE],
		     values=output$values[,1:(maxk-kmin+1),drop=FALSE],
		     bestvalues=output$bestvalues[1:(maxk-kmin+1)],
		     bestsets=output$bestsets[1:(maxk-kmin+1),1:maxk,drop=FALSE],
		     call=output$call)
}