R/cleanZlars.R

In CorReg: Linear Regression Based on Linear Structure Between Variables

# 'cleanZ by lars
# '
cleanZlars <- function(Z = Z, X = X, methode = 1, mode = c("MSE", "BIC"), intercept = TRUE, K = NULL, groupe = NULL, select = c("lar", "lasso", "forward.stagewise", "stepwise", NULL))
{
  select = select[1]
  mode = mode[1]
  quicol = which(colSums(Z) != 0)
  for (i in quicol) {
    qui = which(Z[, i] != 0)
    Xloc = X[, qui]
    Yloc = X[, i]
    larsloc = lars(x = as.matrix(Xloc), y = Yloc, type = select, intercept = intercept)
    B_loc = meilleur_lars(lars = larsloc, X = Xloc, Y = Yloc, mode = mode, intercept = intercept, K = K, groupe = groupe)$A
    Z[qui, i][B_loc[-1] == 0] = 0 # on repercute les 0
  }
  return(Z)
}