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.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)
}
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