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## File Name: mnlfa_parameter_regularization.R
## File Version: 0.15
mnlfa_parameter_regularization <- function( parms, parms_indices, L, regular_type,
regular_lam, regular_tau, regular_alpha, center_group_parms=FALSE )
{
if (regular_type !="none"){
x <- parms[ parms_indices ]
NP <- length(parms_indices)
if ( NP==1 ){
# single parameter regularization
x <- x*L
x2 <- CDM::cdm_parameter_regularization(x=x, regular_type=regular_type, regular_lam=regular_lam,
regular_tau=regular_tau, regular_alpha=regular_alpha)
x2 <- x2 / L
} else {
# group parameter regularization
if (center_group_parms){
x <- x - mean(x)
}
x_norm <- sqrt(sum(x^2))
if (center_group_parms){
lam_fac <- sqrt(NP-1)
} else {
lam_fac <- sqrt(NP)
}
regular_lam <- lam_fac*regular_lam
x2 <- x_norm*L
x2 <- CDM::cdm_parameter_regularization(x=x2, regular_type=regular_type, regular_lam=regular_lam,
regular_tau=regular_tau, regular_alpha=regular_alpha)
x2 <- x2 / L
x2 <- x2 * x / x_norm
}
parms[ parms_indices ] <- x2
}
#-- output
return(parms)
}
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