R/MakeF.R

In CorReg: Linear Regression Based on Linear Structure Between Variables

# Atilde de taille p1
# ' @export
MakeF <- function(X = X, Z = Z, B = B, Sigma = Sigma, A = A, lambda = NULL, Atilde = Atilde) {
   X = cbind(1, X)
   I2 = which(colSums(Z) != 0)
   p2 = length(I2)
   Z = rbind(0, Z)
   Z[1, I2] = 1 # on ajoute une constante a chaque ssreg
   Z = cbind(0, Z)
   I2 = I2 + 1
   pz = sum(Z != 0)
   quidroite = which(rowSums(Z[, ]) != 0) # pour lambda
   p1 = length(which(rowSums(Z[-I2, ]) != 0)) # I3 ne doit pas intervenir
   if (is.null(lambda)) {
      lambda = rep(1, times = p1)
   }
   n = nrow(X)
   Fvect = rep(0, times = (p1 + p2 + pz))
   barZ = which(Z != 0, arr.ind = TRUE)
   for (j in 1:p2) {
      I1j = barZ[barZ[, 2] == I2[j], 1]
      debcolj = nrow(barZ[barZ[, 2] < I2[j], ])
      colonne = (debcolj + 1):(debcolj + sum(Z[, I2[j]])) # sous-reg precedentes+
      Fvect[colonne] = (1 / Sigma[j]^2) * t(X[, I1j]) %*% (X[, I2[j]] - X[, I1j] %*% B[I1j, I2[j] - 1]) + A[I2[j]] * lambda[which(Z[quidroite, I2[j]] != 0)]
      Fvect[pz + p1 + j] = Sigma[j]^2 - (1 / n) * t(X[, I2[j]] - X[, I1j] %*% B[I1j, I2[j] - 1]) %*% (X[, I2[j]] - X[, I1j] %*% B[I1j, I2[j] - 1])
   }
   Fvect[(pz + 1):(pz + p1)] = A[quidroite] + as.matrix(B[quidroite, I2 - 1]) %*% A[I2] - Atilde[quidroite]
   return(Fvect)
}