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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)))
normx <- sqrt(nobs) * normx
names(normx) <- NULL
x <- scale(x, FALSE, normx)
} 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(x = x, y = y, nvars = nvars, normx = normx, a0 = a0,
XX = XX, Xy = Xy, meanx = meanx)
return(out)
}
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