Nothing
sglfitpath <- function(x, y, nlam, flmin, ulam, isd, intr, nf, eps, peps, dfmax, pmax, jd,
pf, gindex, ngroups, maxit, gamma, nobs, nvars, vnames) {
#################################################################################
# data setup
storage.mode(y) <- "double"
storage.mode(x) <- "double"
# gamma setup
if (gamma < 0 || gamma > 1) stop("gamma must be in [0,1]")
# gindex should contain only the variable index at the end of each group - no overlap is allowed
if (any(diff(gindex)>1))
stop("only adjacent group memberships are allowed")
gindex <- which(c(diff(gindex),1)==1)
#################################################################################
# call Fortran
if (nf == 0) {
fit <- .Fortran("sglfitF", as.double(gamma), as.integer(ngroups), as.integer(gindex),
as.integer(nobs), as.integer(nvars), as.matrix(x), y, pf, dfmax, pmax, nlam, flmin, ulam,
eps, as.double(peps), isd, intr, maxit, nalam = integer(1), b0 = double(nlam),
beta = double(pmax * nlam), ibeta = integer(pmax), nbeta = integer(nlam),
alam = double(nlam), npass = integer(1), jerr = integer(1),
PACKAGE = "midasml")
} else {
fit <- .Fortran("panelsglfitF", as.integer(nf), as.integer(nobs/nf), as.double(gamma), as.integer(ngroups), as.integer(gindex),
as.integer(nobs), as.integer(nvars), as.matrix(x), y, pf, dfmax, pmax, nlam, flmin, ulam,
eps, as.double(peps), isd, intr, maxit, nalam = integer(1), b0 = double(nlam), a0 = double(nf * nlam),
beta = double(pmax * nlam), ibeta = integer(pmax), nbeta = integer(nlam),
alam = double(nlam), npass = integer(1), jerr = integer(1),
PACKAGE = "midasml")
}
#################################################################################
# output
if (nf == 0){
nf <- intr
}
fit$nf <- nf
outlist <- getoutput(fit, maxit, pmax, nvars, vnames)
outlist <- c(outlist, list(npasses = fit$npass, jerr = fit$jerr))
outlist$dimx <- c(nobs, nvars)
class(outlist) <- c("sglpath")
outlist
}
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