Nothing
#----------------------------------------------------------------------------------#
# Package: camel #
# camel.slim.sqrt(): Regression with Square Root Lasso() #
# Author: Xingguo Li #
# Email: <xingguo.leo@gmail.com> #
# Date: Aug 23th, 2013 #
# Version: 0.1.0 #
#----------------------------------------------------------------------------------#
camel.slim.sqrt.mfista <- function(Y, X, lambda, nlambda, n, d, maxdf, mu, max.ite, prec,intercept,verbose)
{
if(verbose==TRUE)
cat("SQRT Lasso regression via MFISTA.\n")
XX = t(X)%*%X
L = eigen(XX)$values[1]
beta = array(0,dim=c(d,nlambda))
ite.ext.init = rep(0,nlambda)
ite.ext.ex = rep(0,nlambda)
ite.ext.in = rep(0,nlambda)
if(intercept) intercept=1
else intercept=0
str=.C("slim_sqrt_mfista", as.double(Y), as.double(X),
as.double(beta), as.integer(n), as.integer(d), as.double(mu),
as.integer(ite.ext.init), as.integer(ite.ext.ex),
as.integer(ite.ext.in), as.double(lambda), as.integer(nlambda),
as.integer(max.ite), as.double(prec), as.double(L),
as.integer(intercept),PACKAGE="camel")
beta.list = vector("list", nlambda)
ite.ext.init = matrix(unlist(str[7]), byrow = FALSE, ncol = nlambda)
ite.ext.ex = matrix(unlist(str[8]), byrow = FALSE, ncol = nlambda)
ite.ext.in = matrix(unlist(str[9]), byrow = FALSE, ncol = nlambda)
ite.ext = vector("list", 3)
ite.ext[[1]] = ite.ext.init
ite.ext[[2]] = ite.ext.ex
ite.ext[[3]] = ite.ext.in
for(i in 1:nlambda){
beta.i = unlist(str[3])[((i-1)*d+1):(i*d)]
beta.list[[i]] = beta.i
}
return(list(beta=beta.list, ite=ite.ext))
}
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.