R/funs.R

In pgraph: Build Dependency Graphs using Projection

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)
}