Nothing
hbn <- function(X,lambda1,lambda2=100000,lambda3=100000,convergence=1e-8,maxiter=1000,start="cold",var.init=NULL,trace=FALSE){
# Checking arguments
if(lambda1<0) stop("tuning parameter cannot be negative!")
if(lambda2<0) stop("tuning parameter cannot be negative!")
if(lambda3<0) stop("tuning parameter cannot be negative!")
if(lambda1==0 & lambda2==0 & lambda3==0) stop("At least one tuning parameter needs to be nonzero!")
if(start!="cold" && start!="warm") stop("Invalid argument")
cl <- match.call()
hubind <- NULL
S <- t(X)%*%X
n <- nrow(X)
p <- ncol(X)
i <- 1
rho <- 5
# Variables initialization
if(start=="cold"){
oldTheta <- Theta <- V <- Z <- diag(rep(1,p))
W1 <- W2 <- W3 <- Gamma <- matrix(0,p,p)
tildeTheta <- tildeV <- tildeZ <- matrix(0,p,p)
}
else if(start=="warm"){
Theta <- diag(rep(1,p))
oldTheta <- var.init$Theta
V <- var.init$V
Z <- var.init$Z
W1 <- var.init$W1
W2 <- var.init$W2
W3 <- var.init$W3
Gamma <- var.init$Gamma
tildeTheta <- var.init$tildeTheta
tildeV <- var.init$tildeV
tildeZ <- var.init$tildeZ
}
criteria <- 1e10
while(criteria > convergence && i <= maxiter){
if(trace==TRUE && i%%10==0) print(paste("iteration = ",i,sep=""))
Theta <- BB_logistic(X,tildeTheta-W1,rho)
Z<-updateZ(tildeZ,W3,lambda1,rho)
V<-updateV(tildeV,W2,lambda2,lambda3,rho)
Gamma<-updateGamma(Theta,V,Z,W1,W2,W3,rho)
tildeTheta<-updatetildeTheta(Theta,W1,Gamma,rho)
tildeV<-updatetildeV(V,W2,Gamma,rho)
tildeZ<-updatetildeZ(Z,W3,Gamma,rho)
W1<-W1+Theta-tildeTheta
W2<-W2+V-tildeV
W3<-W3+Z-tildeZ
i <- i+1
Theta <- Z+V+t(V)
criteria <- sum((Theta-oldTheta)^2)/sum((oldTheta)^2)
oldTheta<-Theta
}
if(i>maxiter){
warning("The algorithm has not converged by the specified maximum number of iteration")
}
Theta<-Z+V+t(V)
tempV<-V
diag(tempV) <- 0
tempV[which(abs(tempV)<1e-5)] <- 0
hubind <- which(apply(abs(tempV),2,sum)!=0)
# return output
out <- list()
class(out) <- "hbn"
out$Theta <- Theta
out$V <- V
out$Z <- Z
out$W1 <- W1
out$W2 <- W2
out$W3 <- W3
out$Gamma <- Gamma
out$tildeTheta <- tildeTheta
out$tildeV <- tildeV
out$tildeZ <- tildeZ
out$cl <- cl
out$hubind <- hubind
out$lambda1 <- lambda1
out$lambda2 <- lambda2
out$lambda3 <- lambda3
out$p <- p
out$n <- n
return(out)
}
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