Nothing
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STGS.rr<-function(X, Y, r){
n<-nrow(X)
p<-ncol(X)
m<-round(n*r)
correl<-rep(0,25)
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,]
X1<-as.matrix(cbind(1,XTRN))
Y1<-YTRN
C<-crossprod(X1)
rhs<-crossprod(X1,Y1)
MSx<-0 ; for(i in 1:ncol(X1)){ MSx<-MSx+var(X1[,i])}
h2<-0.4
lambda<-MSx*(1-h2)/h2
for(i in 2:ncol(C)){ C[i,i]<-C[i,i]+lambda }
CInv<-chol2inv(chol(C))
bHatRR<-crossprod(CInv,rhs)
Pred<-as.matrix(cbind(1,X))%*%bHatRR
Pred1<-as.matrix(cbind(1,XTST))%*%bHatRR
correl[k]<-cor(Pred1,YTST)
}
Accuracy<-mean(correl, na.rm=TRUE)
return(list("bhat"=bHatRR, "Pred"=Pred,"Accuracy"=Accuracy))
}
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