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Sparse_logistic_regression/LogisticRegressionFramework/Framework/OlderImplementations/RSCHMM_Shrinkage_Estimate.m
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RSCHMM_Shrinkage_Estimate.m
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%% Computes the value of one particular coefficient
% A coefficient represents the influence of one network on another network
function [out] = RSCHMM_Shrinkage_Estimate(W,Z,X_causal,X_coact,alpha,beta,gamma,CoefType,idxcise,lambda,rho,EN)
% The equations differ depending on what coefficient we want to update
switch CoefType
% In the case of the baseline coefficient
case 'Alpha'
% Computes the residual term to plug into the equation
Res = Z - X_causal*beta - X_coact*gamma;
% Solution
out = sum(W.*Res)/(realmin+sum(W));
% In the case of causal coefficients
case 'Beta'
% Same except that we also remove the network we are computing the
% coefficient from
X_causal_partial = X_causal;
X_causal_partial(:,idxcise) = [];
beta_partial = beta;
beta_partial(idxcise) = [];
% Computes the residual term to plug into the equation
Res = Z - alpha - X_causal_partial*beta_partial - X_coact*gamma;
% Actual evaluation of the coefficient
out = Shrinkage_Operator(sum(W.*X_causal(:,idxcise).*Res),EN*lambda*rho)/(realmin+sum(W.*(X_causal(:,idxcise).^2))+(1-EN)*lambda*rho);
case 'Gamma'
% Same except that we also remove the network we are computing the
% coefficient from
X_coact_partial = X_coact;
X_coact_partial(:,idxcise) = [];
gamma_partial = gamma;
gamma_partial(idxcise) = [];
% Computes the residual term to plug into the equation
Res = Z - alpha - X_causal*beta - X_coact_partial*gamma_partial;
% Actual evaluation of the coefficient
out = Shrinkage_Operator(sum(W.*X_coact(:,idxcise).*Res),EN*lambda*(1-rho))/(realmin+sum(W.*(X_coact(:,idxcise).^2))+(1-EN)*lambda*(1-rho));
end
end
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