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Example.R
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Example.R
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wkdir = "C:/Users/chetkar/Workspace/BioInformatics"
setwd(wkdir);
library(mvtnorm);
library(SuppDists);
library(MCMCpack);
library(MASS);
#FIX PARAMETERS
n = 100
beta = c(rep(0,10),rep(2,10),rep(0,10),rep(2,10))
p = length(beta)
sig.ep = 1
rho = 0.5
Cor.X = matrix(rho, nrow=p, ncol=p)
diag(Cor.X) = 1
# EXPLANATORY MATRIX
X = rmvnorm(n, sigma=Cor.X, method="chol")
J = matrix (1, nrow=n, ncol=1)
X1 = (X - J%*%colMeans(X))/(J%*%apply(X,2,sd)) #STANDARDIZED X
# RESPONSE VECTOR
Y = X1 %*% beta + sig.ep*rnorm(n)
sourceCpp("C:\\Users\\chetkar\\Workspace\\BioInformatics\\BLasso_fixed_lambda\\BLasso_Fixed_Lambda.cpp")
J <- matrix (1, nrow=n, ncol=1)
X <- (X - J%*%colMeans(X))/(J%*%apply(X,2,sd))
sigsc_hyper =0.1;
sigsh_hyper =0.1;
c1 <- BLassofl(X,Y,1,sigsc_hyper,sigsh_hyper,1000,500,1)
c2 <- BLasso_Prior_Lambda(X,Y,100,10,sigsc_hyper,sigsh_hyper,1000,500,1)
c3 <- BlassoemR(X,Y,20,10,sigsc_hyper,sigsh_hyper,500,1)