Nothing
ikcirt.fun.mss.eta <-
function(jj, iimss, jjmss, rndTrys, mxHatEta, penalty, usetruesigma ) {
valgp <- rndTrys[jj]
mxHatEta[iimss, jjmss] <- valgp
mxDelta <- get("mxDelta")
mxHatLS <- get("mxHatLS")
hatMu <- get("hatMu")
xeta.shrink <- get("xeta.shrink")
mxHatLSE <- mxHatLS %*% mxHatEta[ iimss, ]
hatzzstar <- mxDelta %*% ( hatMu + mxHatLSE )
if(penalty == "L2" | penalty == "L2c") {
if(!usetruesigma) {
mxHatLambda <- get("mxHatLambda")
mxSlot <- get("mxSlot")
covStochastic <- get("covStochastic")
mxHatDLS <- mxDelta %*% mxHatLambda %*% mxSlot
useSysCov <- mxHatDLS %*% var(mxHatEta) %*% t(mxHatDLS) + covStochastic
} else {
useSysCov <- get("mxSigma")
#useSysCov <- mxSigma
}
}
if(penalty == "logit") {
Y <- get("Y")
covStochastic <- get("covStochastic")
yy=Y[ , iimss]
hatwwstar <- hatzzstar / sqrt(diag(covStochastic))
hatyy <- pnorm( hatwwstar )
our.cost <- - mean( yy * log(hatyy) + (1-yy) * log(1-hatyy), na.rm=TRUE ) + xeta.shrink * mean( mxHatEta[iimss, ]^2 ) ; our.cost
}
if(penalty == "L2") {
Z <- get("Z")
hatwwstar <- hatzzstar / sqrt(diag(useSysCov))
our.cost <- sqrt( mean( (Z[ , iimss] - hatwwstar)^2, na.rm=TRUE ) ) ; our.cost
}
if(penalty == "L2c") {
#varZ <- get("varZ")
#Zconv <- get("Zconv")
#hatwwstar <- varZ %*% hatzzstar / sqrt(diag(useSysCov))
#our.cost <- sqrt( mean( (Zconv[ , iimss] - hatwwstar)^2, na.rm=TRUE ) ) ; our.cost
hatwwstar <- get("varZ") %*% hatzzstar / sqrt(diag(useSysCov))
our.cost <- sqrt( mean( ( get("Zconv")[ , iimss] - hatwwstar)^2, na.rm=TRUE ) ) ; our.cost
}
if(penalty == "miscat") {
Y <- get("Y")
yy=Y[ , iimss]
our.cost <- 1 - sum( (hatzzstar > 0 & yy == 1) | (hatzzstar <= 0 & yy == 0) , na.rm=TRUE ) / sum(!is.na(yy)) ; our.cost
}
return(our.cost)
}
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