Nothing
pocrepath<-function(y, x, delta=0.1, maxvar=dim(x)[1]/2, x.nop=NA, maxcmp=10,
ptype=c('ebtz','ebt','l1','scad','mcp'), lambda.init=1,
maxit=100, tol=1e-6, maxtps=500, gamma=3.7, pval=(dim(y)[2]==1))
{
y <- as.matrix(y)
x <- as.matrix(x)
ptype <- ptype[1]
retRes <- vector("list",length = maxtps)
eps <- .Machine$double.eps
n <- dim(x)[1]
p <- dim(x)[2]
k <- dim(y)[2]
if(n!=dim(y)[1])
stop("x and y should have the same number of rows!")
###Explore all tuning parameter values such that 0<#[beta~=0]<maxvar
idxM <- 0
lambda <- lambda.init
while(idxM <= maxtps){
cat(paste("Tuning Parameter:", lambda))
idxM <- idxM + 1
retRes[[idxM]] <- pocre(y,x,lambda,x.nop,maxvar,maxcmp,ptype,maxit,tol,gamma,pval)
if(lambda>=lambda.init){
if((retRes[[idxM]]$nzBeta==0) && (retRes[[idxM]]$bSparse)){
if(retRes[[1]]$bSparse){
lambda <- lambda.init-delta
}else{
break
}
}else{
lambda <- lambda+delta
}
}else if((lambda<lambda.init) && (retRes[[idxM]]$bSparse)){
lambda <- lambda-delta
}else{
break
}
}
# Sort retRes according to lambda values:
lambda <- NULL
for(i in 1:idxM){
lambda <- c(lambda,retRes[[i]]$lambda)
}
tmpL <- sort(lambda, index.return = T)$x
idxL <- sort(lambda, index.return = T)$ix
retRes <- retRes[idxL]
class(retRes) <- c('pocrepath','pocre')
return(retRes)
}
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