1 files changed, 17 insertions, 0 deletions
diff --git a/R/cv_loss.R b/R/cv_loss.R
new file mode 100644
index 0000000..ea46007
--- /dev/null
+++ b/R/cv_loss.R
@@ -0,0 +1,17 @@
+.cv_loss <- function(idx, dat, evencorrection, threshold, grid.length, p, nc) {
+  res <- numeric(nc)
+  n1 <- as.integer(sum(idx))
+  C1 <- .Fortran("cormadvecdp", matrix = dat[idx, ], nrow = n1, ncol = p, res = res, 
+    ressize = nc, correcteven = evencorrection, PACKAGE = "RSC")$res
+  n2 <- as.integer(sum(!idx))
+  C2 <- .Fortran("cormadvecdp", matrix = dat[!idx, ], nrow = n2, ncol = p, res = res, 
+    ressize = nc, correcteven = evencorrection, PACKAGE = "RSC")$res
+  ans <- rep(0, times = grid.length)
+  for (h in 1:grid.length) {
+    C1[abs(C1) < threshold[h]] <- 0
+    ans[h] <- sum(2 * {
+      C1 - C2
+    }^2)/p
+  }
+  return(ans)
+}