| 1 | /* Copyright (C) 1998 |
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| 2 | Berwin A Turlach <bturlach@stats.adelaide.edu.au> */ |
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| 3 | |
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| 4 | /* This library is free software; you can redistribute it and/or |
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| 5 | modify it under the terms of the GNU Library General Public License |
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| 6 | as published by the Free Software Foundation; either version 2 of |
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| 7 | the License, or (at your option) any later version. */ |
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| 8 | |
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| 9 | /* This library is distributed in the hope that it will be useful, but |
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| 10 | WITHOUT ANY WARRANTY; without even the implied warranty of |
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| 11 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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| 12 | Library General Public License for more details. */ |
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| 13 | |
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| 14 | /* You should have received a copy of the GNU Library General Public |
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| 15 | License along with this library; if not, write to the Free Software |
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| 16 | Foundation, Inc., 59 Temple Place, Suite 330, Boston, |
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| 17 | MA 02111-1307, USA. */ |
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| 18 | /*#define S_Plus*/ |
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| 19 | #define Matlab |
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| 20 | #ifndef BT_LASSO_H |
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| 21 | #define BT_LASSO_H |
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| 22 | #include <stdlib.h> |
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| 23 | #include <stdio.h> |
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| 24 | #include <math.h> |
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| 25 | #include <float.h> |
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| 26 | #if defined(S_Plus) |
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| 27 | #include <S.h> |
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| 28 | #if defined(SPLUS_VERSION) && SPLUS_VERSION >= 4000 |
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| 29 | # include <newredef.h> |
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| 30 | #endif |
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| 31 | #endif |
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| 32 | |
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| 33 | #if defined(Matlab) |
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| 34 | # include "mex.h" |
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| 35 | #endif |
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| 36 | |
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| 37 | void lasso(double *x, long *pn, long *pm, double *pt, |
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| 38 | double *beta, double *y, double *yhat1, double *r, |
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| 39 | double *lagrangian, long *psuc, long *pverb, long *pas_sub); |
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| 40 | void mult_lasso(double *x, long *pn, long *pm, double *pt, long *pl, |
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| 41 | double *beta, double *y, double *yhat1, double *r, |
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| 42 | double *lagrangian, long *psuc, long *pverb); |
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| 43 | void rs_lasso(double *x, double *y, long *pn, long *porder, |
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| 44 | double *pt, double *beta, double *yhat1, double *yhat2, |
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| 45 | double *r, long *psuc, long *pverb, long *pas_sub); |
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| 46 | void rs_auto(double *x, double *y, long *pn, long *porder, |
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| 47 | double *pt, double *beta, double *yhat1, double *yhat2, |
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| 48 | double *r, long *pcrit1, double *pprec, |
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| 49 | long *psuc, long *pverb, |
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| 50 | double *tgr, double *tgr_val, long *ptgr_len); |
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| 51 | #if !defined(S_Plus) |
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| 52 | #define Calloc(n,t) (t *) malloc((n)*sizeof(t)) |
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| 53 | #define Realloc(p,n,t) (t *) realloc(p,(n)*sizeof(t)) |
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| 54 | #define Free(p) free(p), p=NULL |
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| 55 | #include <string.h> |
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| 56 | #define Memcpy(p,q,n) memcpy(p,q,(n)*sizeof(*(p))) |
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| 57 | #endif |
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| 58 | |
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| 59 | #define TRUE 1 |
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| 60 | #define FALSE 0 |
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| 61 | /*#define RMAT(i,j) (1.0e-10+*(rmat+(j)*((j)+1)/2+(i))) //??*/ |
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| 62 | #define RMAT(i,j) (*(rmat+(j)*((j)+1)/2+(i))) /*??*/ |
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| 63 | #define QMAT(i,j) (*(qmat+(j)*q_nrow+(i))) |
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| 64 | #define RLAST(i) (*(rmat+(r_ncol-1)*r_ncol/2+(i))) |
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| 65 | #define RLTEL (*(rmat+r_ncol*(r_ncol+1)/2-1)) |
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| 66 | #define RCOL(j) (rmat+(j)*((j)+1)/2) |
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| 67 | #define QCOL(j) (qmat+(j)*q_nrow) |
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| 68 | #define RLTCOL (rmat+(r_ncol-1)*r_ncol/2) |
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| 69 | /*#define QR_CHUNK 10*/ |
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| 70 | #if defined (S_Plus) |
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| 71 | #define ERRMSG(where,msg) errmsg(msg) |
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| 72 | #else |
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| 73 | #define ERRMSG(where,msg) errmsg(where,msg) |
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| 74 | #endif |
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| 75 | #endif |
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