R/test.R

Defines functions testKeepBest testCStep testLasso

# --------------------------------------
# Author: Andreas Alfons
#         Erasmus Universiteit Rotterdam
# --------------------------------------

## for testing purposes

# test object-based lasso
testLasso <- function(x, y, lambda, initial, normalize = TRUE,
                      intercept = TRUE, eps = .Machine$double.eps,
                      use.Gram = TRUE) {
  .Call("R_testLasso", R_x=x, R_y=y, R_lambda=lambda, R_initial=initial,
        R_normalize=normalize, R_intercept=intercept, R_eps=eps,
        R_useGram=use.Gram, PACKAGE = "robustHD")
}

# test object-based C-step
testCStep <- function(x, y, lambda, subset, normalize = TRUE, intercept = TRUE,
                      tol = .Machine$double.eps^0.5, eps = .Machine$double.eps,
                      use.Gram = TRUE) {
  .Call("R_testCStep", R_x=x, R_y=y, R_lambda=lambda, R_subset=subset,
        R_normalize=normalize, R_intercept=intercept, R_tol=tol, R_eps=eps,
        R_useGram=use.Gram, PACKAGE = "robustHD")
}

# test keeping best subsets
testKeepBest <- function(subsetMat, crits, nkeep) {
  .Call("R_testKeepBest", R_subsetMat=subsetMat,
        R_crits=crits, R_nkeep=nkeep,
        PACKAGE = "robustHD")
}
aalfons/robustHD documentation built on Sept. 30, 2023, 10:39 p.m.