These are not intended for use by users. lambda.interp does linear
interpolation of the lambdas to obtain a prediction at a new point s.
nonzeroCoef determines in an efficient manner which variables are
nonzero in each fit.
jerr (not currently available) prints out error messages from the C++ routines.
plotCoef is called by the plot method for cxreg
objects. check_dots is used in coef and predict with
argument exact=TRUE, to make sure user supplies original data used to
fit the "classo" object.
Younghoon Kim