Nothing
est.all<-function(Eols,Wols,Yols,active.set,alpha0,a0,b0,kappa1,kappa2,xi,epsilon,S_G,S_GE)
{
q <- ncol(Eols)-1 # Eols includes intercept and X
p <- ncol(Wols) / (q+1)
s<-0
repeat{
est.ac<-update.para.svd (Eols,Wols,Yols,active.set,alpha0,a0,b0,kappa1,kappa2,xi,epsilon,S_G,S_GE)
aold<-a0
alphaold<-alpha0
bold<-b0
a0<-est.ac$a[-1]
alpha0<-est.ac$a[1]
b0<-est.ac$b
s<-s+1
if(s>=5) break
}
active.set<-sort(union(active.set,which(b0!=0)))
S_H <- unique(S_GE[,1])
S_G_all <- sort(union(S_G,S_H))
beta.ind <- (q+1)*(S_G_all-1)+1
jind <- S_GE[,1]
kind <- S_GE[,2]
gamma.ind <- (q+1)*(jind-1) + 1 + kind
info.set <- sort(c(beta.ind,gamma.ind))
acs<-union(active.set, info.set)
AS_c<-setdiff(seq(length(b0)), acs)
est.asc<-update.para.svd.c (Eols,Wols,Yols,AS_c,alpha0,a0,b0,kappa1,kappa2,xi,epsilon,S_G,S_GE)
bnew=est.asc
active.set <- which(bnew!=0)
return(list(a=a0,b=bnew,alpha=alpha0,active.set=active.set))
}
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