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Reduced calls to solve() #41

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merged 2 commits into from
Mar 26, 2024
Merged

Reduced calls to solve() #41

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ef3c910
Moved `solve()` call up one level
wleoncio Mar 20, 2024
8130c12
Increment version number to 0.0.0.9017
wleoncio Mar 20, 2024
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2 changes: 1 addition & 1 deletion DESCRIPTION
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
Package: MADMMplasso
Title: Multi Variate Multi Response 'ADMM' with Interaction Effects
Version: 0.0.0.9016
Version: 0.0.0.9017
Authors@R:
c(
person(
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5 changes: 3 additions & 2 deletions R/admm_MADMMplasso.R
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Expand Up @@ -110,6 +110,7 @@ admm_MADMMplasso <- function(beta0, theta0, beta, beta_hat, theta, rho1, X, Z, m

SVD_D <- Diagonal(x = svd.w$d)
R_svd <- (svd.w$u %*% SVD_D) / N
R_svd_inv <- solve(R_svd)

rho <- rho1
Big_beta11 <- V
Expand Down Expand Up @@ -155,8 +156,8 @@ admm_MADMMplasso <- function(beta0, theta0, beta, beta_hat, theta, rho1, X, Z, m
part_z <- DD3 %*% t(W_hat)
part_y <- DD3 %*% my_beta_jj

beta_hat_j <- solve(solve(R_svd) + (svd.w$tv) %*% part_z)
beta_hat_j <- beta_hat_j %*% ((svd.w$tv) %*% part_y)
beta_hat_j <- solve(R_svd_inv + svd.w$tv %*% part_z)
beta_hat_j <- beta_hat_j %*% (svd.w$tv %*% part_y)
beta_hat_j <- part_z %*% beta_hat_j
beta_hat_JJ <- part_y - beta_hat_j
beta_hat_JJ <- matrix(beta_hat_JJ, ncol = 1)
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