Nothing
linear<-function(x,y,eleg=TRUE,lambda=0)
{
y<-matrix(y,length(y),1)
n<-dim(x)[1]
d<-dim(x)[2]
if (d==1){
beta1<-cov(x,y)/var(x)
beta0<-mean(y)-beta1*mean(x)
return(list(beta0=beta0,beta1=beta1))
}
else{
if (lambda==0){
if (eleg){
xnew<-matrix(0,n,d+1)
xnew[,1]<-1
xnew[,2:(d+1)]<-x
alku<-t(xnew)%*%xnew
invalku<-solve(alku,diag(rep(1,d+1)))
beta<-invalku%*%t(xnew)%*%y
return(list(beta0=beta[1],beta1=beta[2:(d+1)]))
}
else{
kov<-cov(x)
inkov<-solve(kov,diag(rep(1,d)))
beta<-inkov%*%cov(x,y)
beta0<-mean(y)-t(beta)%*%t(t(colMeans(x)))
return(list(beta0=beta0,beta1=beta))
}
}
if (lambda>0){
Y<-y-mean(y)
#X<-(x-colMeans(x))/sqrt(colMeans(x^2)-colMeans(x)^2)
X<-x-colMeans(x)
X<-X/sqrt(colMeans(X^2))
XtX<-t(X)%*%X+lambda*diag(rep(1,d))
invXtX<-solve(XtX,diag(rep(1,d)))
beta<-invXtX%*%t(X)%*%Y
return(list(beta0=mean(y),beta1=beta))
}
}
}
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