Nothing
CVcov <-
function(x,maxlam,minlam,steps,pmiss=.01,do=2,trace=TRUE)
{
n = nrow(x)
p = ncol(x)
lams = exp(seq(log(maxlam),log(minlam),l=steps))
sam = sample(1:(n*p),floor(n*p*pmiss)*do)
nout = length(sam)/do
cvmat = matrix(0,do,length(lams))
for(k in 1:do)
{
xx = x
xx[sam[(nout*(k-1)+1):(nout*k)]] = NA
mt = meanTranspose(xx)
xc = mt$xcen
M = mt$M
sigi = diag(n)
delti = diag(p)
for(i in 1:length(lams))
{
ct = covTranspose11(xc,lams[i]*n,lams[i]*p,sigi.init=sigi,delti.init=delti)
sigi = ct$Sigmaihat
delti = ct$Deltaihat
xhat = ACE(xx,ct$Sigmahat,ct$Deltahat,sigi,delti,M)$x
cvmat[k,i] = mean((xhat[is.na(xx)] - x[is.na(xx)])^2)
if(trace==TRUE){cat(paste("Fold: ",k,", Lambda: ",lams[i],", Error: ",cvmat[k,i],sep=""),fill=TRUE)}
}
}
optlam = lams[which.min(apply(cvmat,2,mean))]
return(list(cvmat=cvmat,optlam=optlam,lams=lams))
}
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