Nothing

```
# DESP/R/DESP_SRL_B.R by A. S. Dalalyan and S. Balmand Copyright (C) 2015-
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License (version 3) as published by
# the Free Software Foundation.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# A copy of the GNU General Public License is available at
# http://www.r-project.org/Licenses/
#
DESP_SRL_B <-
function(X,lambda,solver="CD",sto=FALSE,nThreads=1) {
# estimation of B using the square-root Lasso
# the data matrix X is supposed to be centered
if (solver=="CD"){
r <- try(.Call("srL_B",as.matrix(X),NULL,as.double(lambda),as.integer(0),as.integer(sto),as.integer(nThreads)), silent = TRUE)
if (r$status != 0) {
stop ("CD square-root lasso ends up with a failure status")
}
if ( inherits (r , "try-error")) {
stop ("CD failed somehow !")
}
B <- r$B
}
else{
if (solver=="SCS"){
r <- try(.Call("srL_B",as.matrix(X),NULL,as.double(lambda),as.integer(1),NULL,as.integer(nThreads)), silent = TRUE)
if (r$status != 0) {
stop ("SCS square-root lasso ends up with a failure status")
}
if ( inherits (r , "try-error")) {
stop ("SCS failed somehow !")
}
B <- r$B
}
else{
# read the sample size and the number of variables
D <- dim(X);
n <- D[1]; # n is the sample size
p <- D[2]; # p is the dimension
# initialize the matrix B
B <- matrix(,p,p);
# we compute an estimator of each column by the square-root Lasso
for (j in 1:p)
{
beta <- sqR_Lasso(X[,-j],X[,j],lambda,solver);
B[, j] <- append(-beta,1,after=j-1);
}
}
}
return(B)
}
```

**Any scripts or data that you put into this service are public.**

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.