diff --git a/src/TR.jl b/src/TR.jl index f011d1e..03e6878 100644 --- a/src/TR.jl +++ b/src/TR.jl @@ -6,6 +6,7 @@ Fast k-fold cv for updating regression coefficients """ function TRSegCVUpdate(X, y, lambdas, cv, bOld, regType="L2", derOrder=0) +n, p = size(X); # Finding appropriate regularisation matrix if regType == "bc" @@ -35,7 +36,6 @@ elseif regType == "GL" # GL fractional derivative regulariztion end # Preliminary calculations -n, p = size(X); mX = mean(X, dims=1); X = X .- mX; my = mean(y); @@ -93,6 +93,8 @@ and so most regularization types are probably not meaningful. """ function TRLooCVUpdate(X, y, lambdas, bOld, regType="L2", derOrder=0) +n, p = size(X); + # Finding appropriate regularisation matrix if regType == "bc" regMat = [I(p); zeros(derOrder,p)]; @@ -120,7 +122,6 @@ end # Preliminary calculations -n, p = size(X); mX = mean(X, dims=1); X = X .- mX; my = mean(y);