# R/glamlasso_RH.R In glamlasso: Penalization in Large Scale Generalized Linear Array Models

#### Documented in HRHRotate

#
#     Description of this R script:
#     Rotated H-transform of an array A by a matrix M.
#
#     Intended for use with R.
#
#     This program is free software: you can redistribute it and/or modify
#     the Free Software Foundation, either version 3 of the License, or
#     (at your option) any later version.
#
#     This program is distributed in the hope that it will be useful,
#     but WITHOUT ANY WARRANTY; without even the implied warranty of
#     MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
#     GNU General Public License for more details.
#
#     You should have received a copy of the GNU General Public License
#     along with this program.  If not, see <http://www.gnu.org/licenses/>
#

# H-transform of an array A by a matrix X
H <- function(M, A){
d <- dim(A)
Amat <- matrix(A, nrow = d[1])
MAmat <- M %*% Amat
array(MAmat, c(nrow(MAmat), d[-1]))
}

# Rotation of an array A
Rotate <- function(A){
d <- 1:length(dim(A))
d1 <- c(d[-1], d[1])
aperm(A, d1)
}

#' @name RH
#'
#' @aliases glamlasso_RH Rotate H
#'
#' @title The Rotated H-transform of a 3d Array by a Matrix
#'
#' @description  This function is an implementation of the \eqn{\rho}-operator found in
#' \cite{Currie et al 2006}. It forms the basis of the GLAM arithmetic.
#'
#' @details For details see \cite{Currie et al 2006}. Note that this particular implementation
#' is not used in the optimization routines underlying the glamlasso procedure.
#'
#' @usage RH(M, A)
#'
#' @param M a \eqn{n \times p_1} matrix.
#' @param A a 3d array of size \eqn{p_1 \times p_2 \times p_3}.
#'
#' @return A 3d array of size \eqn{p_2 \times p_3 \times n}.
#'
#' @references
#' Currie, I. D., M. Durban, and P. H. C. Eilers (2006). Generalized linear
#' array models with applications to multidimensional
#' smoothing. \emph{Journal of the Royal Statistical Society. Series B}. 68, 259-280.
#'

RH <- function(M, A){

Rotate(H(M, A))

}


## Try the glamlasso package in your browser

Any scripts or data that you put into this service are public.

glamlasso documentation built on Jan. 20, 2018, 9:09 a.m.