diff options
Diffstat (limited to 'R/path.sparsestep.R')
| -rw-r--r-- | R/path.sparsestep.R | 39 |
1 files changed, 19 insertions, 20 deletions
diff --git a/R/path.sparsestep.R b/R/path.sparsestep.R index 2081346..6f013e0 100644 --- a/R/path.sparsestep.R +++ b/R/path.sparsestep.R @@ -57,14 +57,11 @@ #' \item{XX}{The matrix X'X if use.XX was set to TRUE} #' \item{Xy}{The matrix X'y if use.Xy was set to TRUE} #' -#' @author -#' Gertjan van den Burg (author and maintainer). -#' #' @export #' #' @seealso #' \code{\link{coef}}, \code{\link{print}}, \code{\link{predict}}, -#' \code{\link{plot}}, and \code{\link{sparsestep.path}}. +#' \code{\link{plot}}, and \code{\link{sparsestep}}. #' #' @examples #' x <- matrix(rnorm(100*20), 100, 20) @@ -90,9 +87,10 @@ path.sparsestep <- function(x, y, max.depth=10, gamma0=1e3, gammastop=1e-4, beta <- NULL while (1) { last.beta <- beta - beta <- run.sparsestep(XX, Xy, nvars, lambda.max, gamma0, - gammastep, gammastop, IMsteps, - force.zero, threshold) + beta <- run.sparsestep(prep$x, prep$y, XX, Xy, nvars, + lambda.max, gamma0, gammastep, + gammastop, IMsteps, force.zero, + threshold) iter <- iter + 1 if (all(beta == 0)) { lambda.max <- lambda.max / 2 @@ -114,9 +112,10 @@ path.sparsestep <- function(x, y, max.depth=10, gamma0=1e3, gammastop=1e-4, beta <- NULL while (1) { last.beta <- beta - beta <- run.sparsestep(XX, Xy, nvars, lambda.min, gamma0, - gammastep, gammastop, IMsteps, - force.zero, threshold) + beta <- run.sparsestep(prep$x, prep$y, XX, Xy, nvars, + lambda.min, gamma0, gammastep, + gammastop, IMsteps, force.zero, + threshold) iter <- iter + 1 if (all(beta != 0)) { lambda.min <- lambda.min * 2 @@ -141,9 +140,9 @@ path.sparsestep <- function(x, y, max.depth=10, gamma0=1e3, gammastop=1e-4, left <- log(lambda.min)/log(2) right <- log(lambda.max)/log(2) - l <- lambda.search(0, max.depth, have.zeros, left, right, 1, - nvars+1, XX, Xy, gamma0, gammastep, gammastop, - IMsteps, force.zero, threshold) + l <- lambda.search(prep$x, prep$y, 0, max.depth, have.zeros, left, + right, 1, nvars+1, XX, Xy, gamma0, gammastep, + gammastop, IMsteps, force.zero, threshold) have.zeros <- have.zeros | l$have.zeros lambdas <- c(lambda.min, l$lambdas, lambda.max) betas <- t(cbind(betas.min, l$betas, betas.max)) @@ -153,7 +152,7 @@ path.sparsestep <- function(x, y, max.depth=10, gamma0=1e3, gammastop=1e-4, lambdas <- lambdas[ord] betas <- betas[ord, ] - post <- postprocess(betas, prep$a0, x, prep$normx, nvars, + post <- postprocess(betas, prep$a0, prep$x, prep$normx, nvars, length(lambdas)) object <- list(call = call, lambda = lambdas, gamma0 = gamma0, @@ -167,7 +166,7 @@ path.sparsestep <- function(x, y, max.depth=10, gamma0=1e3, gammastop=1e-4, return(object) } -lambda.search <- function(depth, max.depth, have.zeros, left, right, +lambda.search <- function(x, y, depth, max.depth, have.zeros, left, right, lidx, ridx, XX, Xy, gamma0, gammastep, gammastop, IMsteps, force.zero, threshold) { @@ -179,7 +178,7 @@ lambda.search <- function(depth, max.depth, have.zeros, left, right, middle <- left + (right - left)/2 lambda <- 2^middle - beta <- run.sparsestep(XX, Xy, nvars, lambda, gamma0, gammastep, + beta <- run.sparsestep(x, y, XX, Xy, nvars, lambda, gamma0, gammastep, gammastop, IMsteps, force.zero, threshold) iter <- 1 @@ -199,10 +198,10 @@ lambda.search <- function(depth, max.depth, have.zeros, left, right, b1 <- bnd[r, 1] b2 <- bnd[r, 2] if (depth < max.depth && any(have.zeros[i1:i2] == F)) { - ds <- lambda.search(depth+1, max.depth, have.zeros, - b1, b2, i1, i2, XX, Xy, gamma0, - gammastep, gammastop, IMsteps, - force.zero, threshold) + ds <- lambda.search(x, y, depth+1, max.depth, + have.zeros, b1, b2, i1, i2, XX, + Xy, gamma0, gammastep, gammastop, + IMsteps, force.zero, threshold) have.zeros <- have.zeros | ds$have.zeros lambdas <- c(lambdas, ds$lambdas) betas <- cbind(betas, ds$betas) |