Nothing
orthogonalize <- function(X, group) {
n <- nrow(X)
J <- max(group)
T <- vector("list", J)
XX <- matrix(0, nrow=nrow(X), ncol=ncol(X))
XX[, which(group==0)] <- X[, which(group==0)]
for (j in seq_along(integer(J))) {
ind <- which(group==j)
if (length(ind)==0) next
SVD <- svd(X[, ind, drop=FALSE], nu=0)
r <- which(SVD$d > 1e-10)
T[[j]] <- sweep(SVD$v[, r, drop=FALSE], 2, sqrt(n)/SVD$d[r], "*")
XX[, ind[r]] <- X[, ind] %*% T[[j]]
}
nz <- !apply(XX==0, 2, all)
XX <- XX[, nz, drop=FALSE]
attr(XX, "T") <- T
attr(XX, "group") <- group[nz]
XX
}
unorthogonalize <- function(b, XX, group, intercept=TRUE) {
ind <- !sapply(attr(XX, "T"), is.null)
T <- bdiag(attr(XX, "T")[ind])
if (intercept) {
ind0 <- c(1, 1+which(group==0))
val <- Matrix::as.matrix(rbind(b[ind0, , drop=FALSE], T %*% b[-ind0, , drop=FALSE]))
} else if (sum(group==0)) {
ind0 <- which(group==0)
val <- Matrix::as.matrix(rbind(b[ind0, , drop=FALSE], T %*% b[-ind0, , drop=FALSE]))
} else {
val <- as.matrix(T %*% b)
}
}
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