R/warmCsteps0.R

In giannamonti/RobZS: Robust ZeroSum Regression

warmCsteps0 <-
   function(x,y,h,n,p,family,alphas,lambdas,hsize,
            nsamp,s1,csteps,nFold,para,ncores,tol,intercept,scal,seed){

      alpha <- alphas[1]
      ll <- length(lambdas)
      lambda <- lambdas[ll]
      residall <- array(NA,dim=c(n,length(lambdas),length(alphas)))
      indexall <- array(NA,dim=c(h,length(lambdas),length(alphas)))
      if(length(alphas)==1 & length(lambdas)==1){
         beginning.Cstep.with500 <- beginningCstep0(x,y,family,h,hsize,alpha,lambda,nsamp,s1,ncores,csteps,tol,intercept,scal,para,seed)
         residall[,1,1] <- beginning.Cstep.with500$resid
         indexall[,1,1] <- beginning.Cstep.with500$index
         return(list(residall=residall,indexall=indexall))
      }else{
         beginning.Cstep.with500 <- beginningCstep0(x,y,family,h,hsize,alpha,lambda,nsamp,s1,ncores,csteps,tol,intercept,scal,para,seed)
         index1_al <- beginning.Cstep.with500$index
         index1_la <- beginning.Cstep.with500$index
         resid1_al <- beginning.Cstep.with500$resid
         resid1_la <- beginning.Cstep.with500$resid
         for (al in 1:length(alphas)){
            alpha <- alphas[al]
            index1_la <- index1_al
            resid1_la <- resid1_al

            if (length(lambdas)==1){
               newindex_la <- index1_la
               objbest <- tol
               cstep.mod <- CStep0(x,y,family,newindex_la,h,hsize,alpha,lambda,intercept,scal)
               countloop <- 0
               while ((cstep.mod$object>objbest) & (countloop<csteps)){
                  countloop <- countloop+1
                  objbest <- cstep.mod$object
                  newindex_la <- cstep.mod$index
                  newresid_la <- cstep.mod$residu
                  cstep.mod <- CStep0(x,y,family,newindex_la,h,hsize,alpha,lambda,intercept,scal)
                  index1_la <- newindex_la
               }
               indexall[, ,al] <- newindex_la
               residall[, ,al] <- newresid_la
            } else {
               IndexMatrix <- matrix(NA,nrow=h,ncol=(length(lambdas)-1))
               ResidMatrix <- matrix(NA,nrow=n,ncol=(length(lambdas)-1))
               for (la in 1:(length(lambdas)-1)){
                  lambda <- lambdas[la+1]
                  newindex_la <- index1_la
                  objbest <- tol
                  cstep.mod <- CStep0(x,y,family,newindex_la,h,hsize,alpha,lambda,intercept,scal)
                  countloop <- 0
                  while ((cstep.mod$object>objbest) & (countloop<csteps)){
                     countloop <- countloop+1
                     objbest <- cstep.mod$object
                     newindex_la <- cstep.mod$index
                     newresid_la <- cstep.mod$residu
                     cstep.mod <- CStep0(x,y,family,newindex_la,h,hsize,alpha,lambda,intercept,scal)
                     index1_la <- newindex_la
                  }
                  IndexMatrix[,la] <- newindex_la
                  ResidMatrix[,la] <- newresid_la
               }
               lambda <- lambdas[1]
               newindex_al <- index1_al
               objbest <- tol
               cstep.mod <- CStep0(x,y,family,newindex_al,h,hsize,alpha,lambda,intercept,scal)
               countloop <- 0
               while ((cstep.mod$object>objbest) & (countloop<csteps)){
                  countloop <- countloop+1
                  objbest <- cstep.mod$object
                  newindex_al <- cstep.mod$index
                  newresid_al <- cstep.mod$residu
                  cstep.mod <- CStep0(x,y,family,newindex_al,h,hsize,alpha,lambda,intercept,scal)
                  index1_al <- newindex_al
               }
               IndexMatrix <- cbind(newindex_al,IndexMatrix)
               ResidMatrix <- cbind(newresid_al,ResidMatrix)
               indexall[, ,al] <- IndexMatrix
               residall[, ,al] <- ResidMatrix
            }
         }
      }
      return(list(indexall=indexall,residall=residall))
   }