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srlars (version 2.0.0)

getLarsProposal: Get Robust LARS Proposal (Internal)

Description

Calculates the next LARS step analytically using correlation matrices.

Usage

getLarsProposal(
  Rx,
  active.set,
  sign.vector,
  current.correlations,
  available.vars
)

Value

A list containing: next_var, next_sign, gamma, a_vec (for update). Or NULL.

Arguments

Rx

Global correlation matrix (p x p).

active.set

Integer vector of active indices.

sign.vector

Integer vector of signs for active set.

current.correlations

Numeric vector of current correlations with residual.

available.vars

Integer vector of candidate indices to search.