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Joakim Skogholt 2024-04-25 17:35:22 +02:00
parent 5464f1e338
commit 3a4293b572
1 changed files with 3 additions and 3 deletions
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src/TR.jl
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@ -532,7 +532,7 @@ K-fold CV for the Ridge regression problem, using the 'SVD-trick' for calculatin
function TRSegCVUpdateFair(X, y, lambdas, cv, bOld)
n, p = size(X);
rmsecvman = zeros(length(lambdasu));
rmsecvman = zeros(length(lambdas));
nfolds = length(unique(cv));
for i = 1:nfolds
@ -547,8 +547,8 @@ for i = 1:nfolds
U, s, V = svd(Xs, full=false);
denom = broadcast(.+, broadcast(./, lambdasu, s'), s')';
denom2 = broadcast(.+, ones(n-sum(inds)), broadcast(./, lambdasu', s.^2));
denom = broadcast(.+, broadcast(./, lambdas, s'), s')';
denom2 = broadcast(.+, ones(n-sum(inds)), broadcast(./, lambdas', s.^2));
# Calculating regression coefficients
bcoeffs = V * broadcast(./, (U' * ys), denom) .+ bOld .- V * broadcast(./, V' * bOld, denom2);