1 files changed, 0 insertions, 73 deletions
diff --git a/R/cd.sparsestep.R b/R/cd.sparsestep.R
deleted file mode 100644
index 29dbec8..0000000
--- a/R/cd.sparsestep.R
+++ /dev/null
@@ -1,73 +0,0 @@
-#' @title Coordinate descent algorithm for SparseStep
-#'
-#'
-#' @export
-#'
-sparsestep.cd <- function(x, y, lambdas=NULL, epsilon=1e-5, intercept=TRUE,
-			  ...)
-{
-	nm <- dim(X)
-	n <- nm[1]
-	m <- nm[2]
-	one <- rep(1, n)
-
-	if (intercept) {
-		meanx <- drop(one %*% x)/n
-		x <- scale(x, meanx, FALSE)
-		mu <- mean(y)
-		y <- drop(y - mu)
-	} else {
-		meanx <- rep(0, m)
-		mu <- 0
-		y <- drop(y)
-	}
-
-	XX <- t(x) %*% x
-	Xy <- t(x) %*% y
-
-	#gammas <- 2^(seq(log(1e6)/log(2), log(1e-8)/log(2)))
-
-	num.lambdas <- length(lambdas)
-	#num.gammas <- length(gammas)
-	
-	#betas <- array(0, dim=c(num.gammas, num.lambdas, m))
-	betas <- array(0, dim=c(num.lambdas, m))
-	for (l in num.lambdas:1) {
-		lambda <- lambdas[l]
-		# initialize beta
-		if (l == num.lambdas) {
-			beta <- as.vector(matrix(0, 1, m))
-		} else {
-			#beta <- betas[num.gammas, l+1, ]
-			beta <- betas[l+1, ]
-		}
-
-		j <- 1
-		last.beta <- as.vector(matrix(0, 1, m))
-		while (TRUE) {
-			# code
-			b <- -2 * x[, j] %*% (y - x[, -j] %*% last.beta[-j])
-			a <- x[, j] %*% x[, j]
-			if (abs(last.beta[j]) > epsilon) {
-				beta[j] <- b/a
-			} else {
-				beta[j] <- (2*b - lambda*sign(last.beta[j]))/
-					(2*a)
-			}
-			# check convergence
-			if (sum(abs(beta - last.beta)) < 1e-10) {
-				break
-			} else {
-				last.beta <- beta
-			}
-			# continue
-			j <- j %% m + 1
-		}
-		betas[l, ] <- beta
-	}
-
-	return(betas)
-}
-
-
-