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#----------------------------------------------------------------------------------#
# Package: flare #
# slim.lasso.ladm.scr(): Regression with Lasso() #
# Author: Xingguo Li #
# Email: <xingguo.leo@gmail.com> #
# Date: Jul 8th, 2014 #
# Version: 1.4.0 #
#----------------------------------------------------------------------------------#
slim.lasso.ladm.scr <- function(Y, X, lambda, nlambda, n, d, maxdf, max.ite, prec, intercept, verbose)
{
if(verbose==TRUE)
cat("Lasso with screening.\n")
XY = crossprod(X,Y)
beta = matrix(0,nrow=d,ncol=nlambda)
ite.int = rep(0,nlambda)
ite.int1 = rep(0,nlambda)
ite.int2 = rep(0,nlambda)
if(intercept) {
intcep=1
}else{
intcep=0
}
if(d>n){
if(n<=3){
num.scr1 = n
num.scr2 = n
}else{
num.scr1 = ceiling(n/log(n))
num.scr2 = n-1
}
}else{
if(d<=3){
num.scr1 = d
num.scr2 = d
}else{
num.scr1 = ceiling(sqrt(d))
num.scr2 = ceiling(d/log(d))
}
}
order0 = order(XY,decreasing = TRUE)
idx.scr = order0; num.scr = length(idx.scr)
idx.scr1 = order0[1:num.scr1]
idx.scr2 = order0[1:num.scr2]
X1 = X[,idx.scr]
XX = crossprod(X1)
gamma = max(colSums(abs(XX)))
XY1 = crossprod(X1,Y)
# cat(idx.scr,"\n")
# begt = Sys.time()
str=.C("slim_lasso_ladm_scr", as.double(XY), as.double(X), as.double(XX),
as.double(beta), as.integer(n), as.integer(d),
as.integer(ite.int), as.integer(ite.int1), as.integer(ite.int2),
as.integer(num.scr1), as.integer(num.scr2),
as.integer(idx.scr), as.integer(idx.scr1), as.integer(idx.scr2),
as.double(gamma), as.double(lambda),
as.integer(nlambda), as.integer(max.ite), as.double(prec),
as.integer(intcep),PACKAGE="flare")
# runt = Sys.time() - begt
beta.list = vector("list", nlambda)
for(i in 1:nlambda){
beta.i = unlist(str[4])[((i-1)*d+1):(i*d)]
beta.list[[i]] = beta.i
}
ite.int = unlist(str[7])
ite.int1 = unlist(str[8])
ite.int2 = unlist(str[9])
ite = list()
ite[[1]] = ite.int1
ite[[2]] = ite.int2
ite[[3]] = ite.int
return(list(beta=beta.list, ite=ite))
}
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