R Under development (unstable) (2023-08-28 r85029 ucrt) -- "Unsuffered Consequences"
Copyright (C) 2023 The R Foundation for Statistical Computing
Platform: x86_64-w64-mingw32/x64

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> #source("charge.R")
> library("LINselect")
> 
> set.seed(15) # pour pouvoir comparer des exécutions sucessives
> ex <- simulData(p=100,n=50,r=0.95,rSN=10)
> 
> res.tuneLasso <- tuneLasso(ex$Y,ex$X,method="Glasso",verbose=TRUE)
[1] "Tuning Gauss Lasso with Vfold CV: V= 10 , dmax= 45"
[1] "Tuning Gauss Lasso with LinSelect: K= 1.1"
Warning messages:
1: In penalty(Delta, n, p, K) :
  the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 0the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 1the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 2the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 3the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 4the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 5the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 6the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 7the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 8the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 9the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm=  [... truncated]
2: In penalty(Delta, n, p, K) :
  the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 0the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 1the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 2the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 3the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 4the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 5the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 6the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 7the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 8the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 9the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm=  [... truncated]
> res.tuneLasso$Glasso$CV$support
[1] 3 5 6
> res.tuneLasso$Glasso$Ls$support
[1] 6
> 
> res.tuneLasso <- tuneLasso(ex$Y,ex$X,method="lasso",verbose=TRUE)
[1] "Tuning Lasso with Vfold CV: V= 10 , dmax= 45"
[1] "Tuning Lasso with LINselect: K= 1.1 , a= 0.5 , dmax= 45"
Warning message:
In penalty(Delta, n, p, K) :
  the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 0the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 1the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 2the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 3the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 4the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 5the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 6the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 7the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 8the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm= 9the values of the penalty function greater than 1e+08 are set to Inf 
 err= 2 n n= 50 Dm=  [... truncated]
> res.tuneLasso$lasso$CV$support
 [1]  1  2  3  5  6  9 10 13 14 15 39
> res.tuneLasso$lasso$Ls$support
 [1]  1  2  3  5  6 10 14 15 29 39 70
> 
> ## Time consuming
> # set.seed(5) # pour pouvoir comparer des exécutions sucessives
> # ex <- simulData(p=100,n=100,r=0.95,rSN=10)
> # res.tuneLasso <- tuneLasso(ex$Y,ex$X, dmax=20)
> # 
> # 
> # set.seed(67) # pour pouvoir comparer des exécutions sucessives
> # ex <- simulData(p=50,n=1000,r=0.95,rSN=10)
> # res.tuneLasso <- tuneLasso(ex$Y,ex$X, dmax=20)
> # res.tuneLasso$lasso$CV$coeff
> # res.tuneLasso$lasso$Ls$coeff
> # res.tuneLasso$Glasso$CV$support
> # res.tuneLasso$Glasso$Ls$support
> 
> 
> 
> 
> proc.time()
   user  system elapsed 
   3.39    0.71    4.04