R/mlnormal_update_beta_XVX_R.R

In alexanderrobitzsch/LAM: Some Latent Variable Models

## File Name: mlnormal_update_beta_XVX_R.R
## File Version: 0.07

################################################################
# update beta
mlnormal_update_beta_XVX_R <- function( NB, Z_index, G,
        V1_list, X_list, y_list, rcpp_args, X, y){

        XVX <- matrix( 0, nrow=NB, ncol=NB)
        XVY <- matrix( 0, nrow=NB, ncol=1)
        dimZ <- dim( Z_index )
        XV_list <- as.list(1:G)
    # zz0 <- Sys.time()
        for (gg in 1:G){
            # gg <- 1
            # compute V for group gg
#            Z_index_gg <- Z_index[gg,,,drop=FALSE]
#            Z_list_gg <- Z_list[[gg]]
            V_gg1 <- V1_list[[gg]]
            X_gg <- X_list[[gg]]
            y_gg <- y_list[[gg]]
            # XV_gg <- t(X_gg) %*% V_gg1
            XV_gg <- crossprod( X_gg, V_gg1    )
            XV_list[[gg]] <- XV_gg
            XVX <- XVX + XV_gg %*% X_gg
            XVY <- XVY + XV_gg %*% y_gg
        }
        #--- output
        res <- list( XVX=XVX, XVY=XVY, XV_list=XV_list )
        return(res)
}