add documentation, unify implementations of path and fit

1 files changed, 38 insertions, 0 deletions

diff --git a/R/preprocess.R b/R/preprocess.R
new file mode 100644
index 0000000..253394e
--- /dev/null
+++ b/R/preprocess.R
@@ -0,0 +1,38 @@
+preprocess <- function(x, y, normalize, intercept, XX, Xy, use.XX, use.Xy)
+{
+	nm <- dim(x)
+	nobs <- nm[1]
+	nvars <- nm[2]
+	one <- rep(1, nobs)
+
+	if (intercept) {
+		meanx <- drop(one %*% x)/nobs
+		x <- scale(x, meanx, FALSE)
+		a0 <- mean(y)
+		y <- drop(y - a0)
+	} else {
+		meanx <- rep(0, nvars)
+		a0 <- 0
+		y <- drop(y)
+	}
+
+	if (normalize) {
+		normx <- sqrt(drop(one %*% (x^2)))
+		names(normx) <- NULL
+		x <- scale(x, FALSE, normx)
+		cat("Normalizing in sparsestep\n")
+	} else {
+		normx <- rep(1, nvars)
+	}
+
+	if (use.XX & is.null(XX)) {
+		XX <- t(x) %*% x
+	}
+	if (use.Xy & is.null(Xy)) {
+		Xy <- t(x) %*% y
+	}
+
+	out <- list(nvars = nvars, normx = normx, a0 = a0,
+		    XX = XX, Xy = Xy, meanx = meanx)
+	return(out)
+}