Nothing
update.para.svd.c <-
function (Eols,
Wols,
Yols,
AS_c,
alpha0,
a0,
b0,
kappa1,
kappa2,
xi,
epsilon,
S_G,
S_GE) {
q<-ncol(Eols)-1 # Eols includes intercept and E
p<-ncol(Wols)/(q+1)
r <- Yols - Eols %*% c(alpha0, a0) - Wols %*% b0
groupid <- ceiling(AS_c / (q + 1))
inactive.G <- unique(groupid)
for (j in inactive.G) {
jind <- AS_c[groupid == j]
if (min(jind) %% (q + 1) == 1) {
Wj <- Wols[, jind]
svd.res <- svd.Wj(Wj)
Wj.tilde <- svd.res$Wj.tilde
inverse.mat <-
svd.res$inverse.mat
bj <- b0[jind]
r.minus.j <- r + crossprod(t(Wj), bj)
fit <- GMCP.bj(Wj.tilde, bj, r.minus.j, kappa1, kappa2, xi)
bj.new <- inverse.mat %*% fit
b0[jind] <- bj.new
r <- r.minus.j - crossprod(t(Wj), bj.new)
} else {
Wj <- Wols[, jind]
svd.res <- svd.Wj(Wj)
Wj.tilde <- svd.res$Wj.tilde
inverse.mat <-
svd.res$inverse.mat
bj <- b0[jind]
r.minus.j <- r + crossprod(t(Wj), bj)
fit <-
GMCP.bj.minusInfo (Wj.tilde, bj, r.minus.j, kappa1, kappa2, xi)
bj.new <- inverse.mat %*% fit
b0[jind] = bj.new
r <- r.minus.j - crossprod(t(Wj), bj.new)
}
}
return(b = round(b0, 4))
}
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