Nothing
cv.samQL <- function(x, y, fold = 5) {
n = length(y)
n.fold = ceiling(n/fold) # number of observations in each fold
set.seed(0)
ind = sample(1:n)
error = rep(0, 30)
for (i in 1:fold) {
cind = (i - 1) * n.fold + 1:n.fold
cind = intersect(1:n, cind)
test.ind = ind[cind]
train.ind = setdiff(ind, test.ind)
fit = SAM::samQL(x[train.ind, ], y[train.ind])
ypred = predict(fit, x[test.ind, ])
error = error + apply(ypred$values, 2, f <- function(u) {
sum((u - y[test.ind])^2)
})
}
lambda.min = which.min(error)
sam.fit = SAM::samQL(x, y)
return(list = list(sam.fit = sam.fit, lambda.min = lambda.min, cv.error = error))
}
scadrightderv <- function(lamhat, a, lam) {
pmax(lam * ((lamhat <= lam) + pmax(a * lam - lamhat, 0) * (lamhat > lam)/(a - 1)/lam),
1e-10)
}
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