Nothing
scalreg <-
function(X,y=NULL,lam0=NULL,LSE=FALSE){
X <- as.matrix(X)
if(!is.null(y)){
y <- as.numeric(y)
est <- slassoEst(X, y, lam0)
est$fitted.values <- as.vector(X %*% est$coefficients)
est$residuals <- y - est$fitted.values
est$type = "regression"
if(LSE==TRUE){
lse=lse(X,y,indexset=which(est$coefficients!=0))
est$lse=lse
}
}
if(is.null(y)){
est <- slassoInv(X,lam0,LSE)
est$type = "precision matrix"
}
est$call <- match.call()
class(est) <- "scalreg"
est
}
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