sciopath <- function (S, lambdalist=NULL, thr = 1e-4, maxit = 1e4, pen.diag=F, sym=T) {
p = nrow(S)
if(is.null(lambdalist)){
lambdalist=seq(max(abs(S))/10,max(abs(S)),length=10)
}
lambdalist=sort(lambdalist)
nlambda <- length(lambdalist)
jerrlist=matrix(0,nlambda, 1)
nniter <- 1
## w <- matrix(0.0,p,p)
w <- diag(1/diag(S),p)
wlist <- array(0.0, c(p,p,nlambda))
idiag <- pen.diag*1
isym <- sym*1
mode(lambdalist) = "double"
mode(nlambda) = "integer"
mode(S) = "double"
mode(wlist) = "double"
mode(w) = "double"
mode(p) = "integer"
mode(maxit) = "integer"
mode(nniter) = "integer"
mode(thr) = "double"
mode(jerrlist) = "integer"
mode(idiag) = "integer"
mode(isym) = "integer"
junk <- .Fortran("sciopath",
wlist=wlist,
p,
S,
w,
lambdalist,
nlambda,
thr,
maxit,
nniter,
jerrlist,
idiag,
isym,
PACKAGE="scio")
wlist <- array(junk$wlist, c(p,p,nlambda))
return(list(wlist=wlist, lambdalist=lambdalist))
}
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