From 08918bdb37f61067726997708bf0354d846bcc9e Mon Sep 17 00:00:00 2001 From: Waldir Leoncio Date: Fri, 26 Jan 2024 12:48:40 +0100 Subject: [PATCH] Added `MADMMplasso.h` (#17) Because `admm_MADMMplasso_cpp()` is a subfunction of `hh_nlambda_loop_cpp()`. --- src/MADMMplasso.h | 30 ++++++++++++++++++++++++++++++ src/hh_nlambda_loop_cpp.cpp | 3 ++- 2 files changed, 32 insertions(+), 1 deletion(-) create mode 100644 src/MADMMplasso.h diff --git a/src/MADMMplasso.h b/src/MADMMplasso.h new file mode 100644 index 0000000..498c66d --- /dev/null +++ b/src/MADMMplasso.h @@ -0,0 +1,30 @@ +#ifndef MISC_H +#define MISC_H + +#include +Rcpp::List admm_MADMMplasso_cpp( + const arma::vec beta0, + const arma::mat theta0, + arma::mat beta, + arma::mat beta_hat, + arma::cube theta, + const double rho1, + const arma::mat X, + const arma::mat Z, + const int max_it, + const arma::mat W_hat, + const arma::mat XtY, + const arma::mat y, + const int N, + const double e_abs, + const double e_rel, + const double alpha, + const arma::vec lambda, + const double alph, + const Rcpp::List svd_w, + const Rcpp::List tree, + const Rcpp::List invmat, + const arma::vec gg, + const bool my_print = true +); +#endif diff --git a/src/hh_nlambda_loop_cpp.cpp b/src/hh_nlambda_loop_cpp.cpp index b9427f0..bce3093 100644 --- a/src/hh_nlambda_loop_cpp.cpp +++ b/src/hh_nlambda_loop_cpp.cpp @@ -1,4 +1,5 @@ -#include +#include "MADMMplasso.h" + // [[Rcpp::depends(RcppArmadillo)]] Rcpp::List hh_nlambda_loop_cpp( arma::mat lam,