getLarsProposal: Get Robust LARS Proposal (Internal)

In srlars: Fast and Scalable Cellwise-Robust Ensemble

Get Robust LARS Proposal (Internal)

Description

Calculates the next LARS step analytically using correlation matrices.

Usage

getLarsProposal(
  Rx,
  active.set,
  sign.vector,
  current.correlations,
  available.vars
)

Arguments

Rx	Global correlation matrix (p x p).
active.set	Integer vector of active indices.
sign.vector	Integer vector of signs for active set.
current.correlations	Numeric vector of current correlations with residual.
available.vars	Integer vector of candidate indices to search.

Value

A list containing: next_var, next_sign, gamma, a_vec (for update). Or NULL.

srlars documentation built on Sept. 23, 2026, 5:10 p.m.