Nothing
evaluate.weights.2 <- function(x, p, eta, theta.fix, theta.var, epsilon, jacob, weights.evaluation.epsilon, weights.evaluation.max.iter, support.epsilon)
{
w <- rep(1, length(x)) / length(x)
T.curr <- 1
T.prev <- 0
iter <- 0
while( (T.curr / T.prev > 1 + weights.evaluation.epsilon) && (iter < weights.evaluation.max.iter) )
{
iter <- iter + 1
delta_ <- 0
for(i in 1:length(eta))
for(j in 1:length(eta))
if(p[i,j] != 0)
{
theta.var[[i,j]] <- optim(
par = theta.var[[i,j]],
function(theta) Tfs(x, w, eta[[i]], eta[[j]], theta.fix[[i]], theta)
)$par
epsilon[[i,j]] <- eta[[i]](x, theta.fix[[i]]) - eta[[j]](x, theta.var[[i,j]])
jacob[[i,j]] <- jacobian(function(theta) eta[[j]](x, theta), theta.var[[i,j]])
temp <- epsilon[[i,j]] - t(epsilon[[i,j]] * w) %*% jacob[[i,j]] %*% svd.inverse(t(jacob[[i,j]] * w) %*% jacob[[i,j]]) %*% t(jacob[[i,j]])
delta_ <- delta_ + p[i,j] * temp * temp
}
k.max <- which.max(delta_)
k.min <- which.min(delta_)
T.prev <- sum(w * delta_)
op.res <- optimize(
f = function(alpha)
{
delta_ <- 0
w.t <- w_(alpha, w, k.max, k.min)
for(i in 1:length(eta))
for(j in 1:length(eta))
if(p[i,j] != 0)
{
temp <- epsilon[[i,j]] - t(epsilon[[i,j]] * w.t) %*% jacob[[i,j]] %*% svd.inverse(t(jacob[[i,j]] * w.t) %*% jacob[[i,j]]) %*% t(jacob[[i,j]])
delta_ <- delta_ + p[i,j] * temp * temp
}
sum(w.t * delta_)
},
interval = c(0, w[k.min]),
maximum = TRUE)
w <- w_(op.res$maximum, w, k.max, k.min)
T.curr <- op.res$objective
x <- x[which(w > support.epsilon)]
w <- w[which(w > support.epsilon)]
}
list(x = x, w = w, theta.var = theta.var)
}
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