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Updating RcppArmadillo initialization #1

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Updating RcppArmadillo initialization #1

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2 changes: 1 addition & 1 deletion src/specs.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -40,7 +40,7 @@ arma::vec ridge (const arma::vec y,const arma::mat x,arma::mat XX) {
arma::mat x_train = x.rows(0,tau-1); arma::mat x_test = x.rows(tau,t-1);
arma::mat xx = x_train.t() * x_train; arma::vec xy = x_train.t() * y_train;
arma::vec s = svd(xx); //singular values of x'x
arma::vec a; a << 0.0 << arma::endr << (max(s)*tol - min(s))/(1-tol) << arma::endr; //vector with (0,LB)
arma::vec a({ 0.0, (max(s)*tol - min(s))/(1-tol) }); //vector with (0,LB)
double lambda_min = max(a); //minimum penalty to ensure good conditioning
arma::vec lambdas = arma::zeros(6); //initial lambdas
arma::vec CVs = arma::zeros(6); //store cross-validation results
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