[Yuima-commits] r153 - in pkg/yuima: . R

[noreply at r-forge.r-project.org]

Author: iacus
Date: 2011-05-07 10:38:02 +0200 (Sat, 07 May 2011)
New Revision: 153

Modified:
   pkg/yuima/DESCRIPTION
   pkg/yuima/R/lasso.R
Log:
updated lasso

Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION	2011-05-02 12:04:56 UTC (rev 152)
+++ pkg/yuima/DESCRIPTION	2011-05-07 08:38:02 UTC (rev 153)
@@ -1,8 +1,8 @@
 Package: yuima
 Type: Package
 Title: The YUIMA Project package (unstable version)
-Version: 0.1.188
-Date: 2011-05-02
+Version: 0.1.189
+Date: 2011-05-07
 Depends: methods, zoo, stats4, utils
 Suggests: cubature, mvtnorm
 Author: YUIMA Project Team.

Modified: pkg/yuima/R/lasso.R
===================================================================
--- pkg/yuima/R/lasso.R	2011-05-02 12:04:56 UTC (rev 152)
+++ pkg/yuima/R/lasso.R	2011-05-07 08:38:02 UTC (rev 153)
@@ -42,8 +42,8 @@
 #	lambda <- unlist(lambda0[names(theta.mle)])/abs(theta.mle)
 	lambda <- unlist(lambda0[names(theta.mle)])/abs(theta.mle)^delta
     lambda1 <- unlist(lambda0[names(theta.mle)])/abs(theta.mle)
-	idx <- which(lambda>1e7)
-	lambda[idx] <- lambda1[idx]
+	idx <- which(lambda>1e4)
+	lambda[idx] <- 1e4 # lambda1[idx]
 	
 	f2 <- function( theta ) as.numeric( t(theta-theta.mle) %*% H %*% (theta-theta.mle) + lambda %*% abs(theta) )