Nothing
#####################
#library("MRCE")
MTGS.mrce<-function(X, Y, r){
requireNamespace("MRCE")
n<-nrow(X)
p<-ncol(X)
q<-ncol(Y)
m<-round(n*r)
for (k in 1:25){
tst<-sample(1:n,size=m,replace=FALSE)
XTRN<-X[-tst,] ; YTRN<-Y[-tst,]
XTST<-X[tst,] ; YTST<-Y[tst,]
fit=mrce(Y=YTRN, X=XTRN, lam1=0.25, lam2=1e-5, method="single")
lam2.mat=1000*(fit$Bhat==0)
refit=mrce(Y=YTRN, X=XTRN, lam2=lam2.mat, method="fixed.omega", omega=fit$omega, tol.in=1e-12)
summary(refit)
Bhat<-refit$Bhat
XTST<-as.matrix(XTST)
X<-as.matrix(X)
Pred<-X%*%Bhat
Pred1<-XTST%*%Bhat
}
return(list("Bhat"=fit$Bhat, "muhat"=fit$muhat, "Pred"=Pred))
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.