set.seed(42)
b.vec <- rnorm(3)
s.vec <- rchisq(3, df = 1)
r2.mat <- matrix(rnorm(3^2), 3, 3)
group = c(1, 2, 3)
alpha = rep(0.1, 3)
lambda = rep(0.1, 3)
lasso.sum.ess(b.vec, s.vec, r2.mat, n = 3, group, lambda, alpha)
#> cov.mat = -0.04091518 2.25914 -0.01104599 1.460488 6.627325 -0.633442 -0.04910377 -0.06080619 0.04564362
#> beta.vec = 1.370958 -0.5646982 0.3631284
#> beta.vec = 2.030364 -0.8165464 -0.2613591
#> beta.vec = 2.633415 -1.010304 -0.4411377
#> beta.vec = 3.123775 -1.165095 -0.584614
#> beta.vec = 3.515531 -1.288759 -0.6992381
#> beta.vec = 3.828508 -1.387554 -0.7908122
#> beta.vec = 4.078548 -1.466483 -0.8639715
#> beta.vec = 4.278306 -1.52954 -0.9224189
#> beta.vec = 4.437895 -1.579916 -0.969113
#> beta.vec = 4.565391 -1.620162 -1.006417
#> beta.vec = 4.667249 -1.652315 -1.03622
#> beta.vec = 4.748624 -1.678002 -1.060029
#> beta.vec = 4.813635 -1.698524 -1.079051
#> beta.vec = 4.865573 -1.714919 -1.094248
#> beta.vec = 4.907067 -1.728017 -1.106388
#> beta.vec = 4.940216 -1.738481 -1.116087
#> beta.vec = 4.9667 -1.746841 -1.123836
#> beta.vec = 4.987857 -1.75352 -1.130027
#> beta.vec = 5.00476 -1.758855 -1.134972
#> beta.vec = 5.018264 -1.763118 -1.138924
#> beta.vec = 5.029053 -1.766524 -1.14208
#> beta.vec = 5.037672 -1.769244 -1.144602
#> beta.vec = 5.044558 -1.771418 -1.146617
#> beta.vec = 5.050059 -1.773154 -1.148226
#> beta.vec = 5.054454 -1.774542 -1.149512
#> beta.vec = 5.057965 -1.77565 -1.150539
#> beta.vec = 5.06077 -1.776536 -1.15136
#> beta.vec = 5.063011 -1.777243 -1.152016
#> beta.vec = 5.064801 -1.777808 -1.15254
#> beta.vec = 5.066231 -1.77826 -1.152958
#> beta.vec = 5.067374 -1.77862 -1.153293
#> beta.vec = 5.068287 -1.778908 -1.15356
#> beta.vec = 5.069016 -1.779139 -1.153773
#> beta.vec = 5.069599 -1.779323 -1.153943
#> beta.vec = 5.070064 -1.779469 -1.15408
#> beta.vec = 5.070436 -1.779587 -1.154189
#> beta.vec = 5.070733 -1.779681 -1.154275
#> beta.vec = 5.070971 -1.779756 -1.154345
#> beta.vec = 5.07116 -1.779815 -1.1544
#> beta.vec = 5.071312 -1.779863 -1.154445
#> beta.vec = 5.071433 -1.779901 -1.15448
#> beta.vec = 5.071529 -1.779932 -1.154508
#> beta.vec = 5.071607 -1.779956 -1.154531
#> beta.vec = 5.071668 -1.779976 -1.154549
#> beta.vec = 5.071718 -1.779991 -1.154563
#> beta.vec = 5.071757 -1.780004 -1.154575
#> beta.vec = 5.071789 -1.780014 -1.154584
#> beta.vec = 5.071814 -1.780022 -1.154592
#> beta.vec = 5.071834 -1.780028 -1.154597
#> beta.vec = 5.07185 -1.780033 -1.154602
#> beta.vec = 5.071863 -1.780037 -1.154606
#> beta.vec = 5.071873 -1.78004 -1.154609
#> beta.vec = 5.071881 -1.780043 -1.154611
#> beta.vec = 5.071888 -1.780045 -1.154613
#> [1] 5.071893 -1.780047 -1.154615
ret <- fast.lasso.sum.ess(b.vec, s.vec, r2.mat, n = 3, group, lambda, alpha)
#> NULL
fast.lasso.sum.ess(b.vec, s.vec, r2.mat, n = 3, group, lambda, alpha, init.vec = ret$beta)
#> [1] 5.063011 -1.777243 -1.152016
#> $beta
#> [1] 5.066231 -1.778260 -1.152958
#>
#> $iteration
#> [1] 2
#>
#> $isConverged
#> [1] TRUE