Nothing
fitampllsfit <-
function (y, B, b, p, cc, DD, lambda, nb)
{
m <- nrow(B)
n <- ncol(B)
np <- length(p)
a <- B %*% b
BtB <- 0
Bty <- 0
w = matrix(NA, nrow = length(y), ncol = np)
for (j in 1:np) {
w[, j] = p[j]
w[!(y >= cc[j] * a), j] = 1 - p[j]
WB <- cc[j] * as.vector(w[, j]) * B
BtB <- BtB + cc[j] * t(WB) %*% B
Bty <- Bty + t(WB) %*% y
}
lambda = c(rep(0, times = n - sum(nb)), rep(lambda, times = nb))
P <- sqrt(lambda) * t(DD) %*% DD
model <- lsfit(x = BtB + P, y = Bty, intercept = FALSE)
sigma = 0.5 * sum((Bty - (BtB + P) %*% model$coef)^2, na.rm = TRUE)/(length(Bty) -
sum(hat(model$qr)[1:length(Bty)]))
return(list(b = model$coef, hatma = hat(model$qr)[1:length(Bty)],
weight = w, sig = sigma))
}
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