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glmnetMex.F
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glmnetMex.F
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#include "fintrf.h"
C glmnetMex.F
C
C Lasso and elastic-net regularized generalized linear models
C [a0,ca,ia,nin,rsq,alm,nlp,jerr] = ...
C glmnetMex(parm,x,y,jd,vp,ne,nx,nlam,flmin,ulam,thr,isd,w,ka,cl,intr,maxit)
C [a0,ca,ia,nin,dev,alm,nlp,jerr] = ...
C glmnetMex(parm,x,y,jd,vp,ne,nx,nlam,flmin,ulam,thr,isd,nc,maxit,kopt)
C
C Extremely efficient procedures for fitting the entire lasso or
C elastic-net regularization path for linear regression, logistic,
C multinomial, Poisson and Cox regression models. The algorithm uses cyclical
C coordinate descent in a pathwise as described in the paper on the maintainer's
C website.
C
C NOTES: This is a MEX-file wrapper of GLMnet.f for MATLAB. Should be called
C only by glmnet.m. For details about input and output arguments, see
C GLMnet.f.
C
C LICENSE: GPL-2
C
C DATE: 13 Jul 2009
C
C AUTHORS:
C Algorithm was designed by Jerome Friedman, Trevor Hastie and Rob Tibshirani
C Fortran code was written by Jerome Friedman
C R wrapper (from which the MATLAB wrapper was adapted) was written by Trevor Hasite
C The original MATLAB wrapper was written by Hui Jiang (14 Jul 2009),
C and was updated and is maintained by Junyang Qian (30 Aug 2013) junyangq@stanford.edu,
C Department of Statistics, Stanford University, Stanford, California, USA.
C
C REFERENCES:
C Jerome Friedman, Trevor Hastie and Rob Tibshirani. (2008).
C Regularization Paths for Generalized Linear Models via Coordinate Descent
C Journal of Statistical Software, Vol. 33(1), 1-22 Feb 2010.
C Noah Simon, Jerome Friedman, Trevor Hastie and Rob Tibshirani. (2011).
C Regularization Paths for Cox’s Proportional Hazards Model via Coordinate Descent
C Journal of Statistical Software, Vol. 39(5) 1-13.
C Robert Tibshirani, Jacob Bien, Jerome Friedman, Trevor Hastie, Noah Simon,
C Jonathan Taylor, Ryan J. Tibshirani. (2010).
C Strong Rules for Discarding Predictors in Lasso-type Problems
C Journal of the Royal Statistical Society: Series B (Statistical Methodology), 74(2), 245-266.
C Noah Simon, Jerome Friedman and Trevor Hastie (2013).
C A Blockwise Descent Algorithm for Group-penalized Multiresponse and Multinomial Regression
C (in arXiv, submitted)
C
C EXAMPLE:
C task = 11;
C parm = 1.0;
C x = [1 1; 2 2; 3 3];
C y = [1 3 2]';
C jd = 0;
C vp = [1 1]';
C ne = 3;
C nx = 2;
C nlam = 100;
C flmin = 0.0001;
C ulam = 0;
C thr = 1.0e-4;
C isd = 1;
C w = [1 1 1]';
C ka = 2;
C cl = [-Inf; Inf];
C intr = 1;
C maxit = 1E+5;
C [lmu,a0,ca,ia,nin,rsq,alm,nlp,jerr] = glmnetMex(task,parm,x,y,jd,vp,ne,nx,nlam,flmin,ulam,thr,
C isd,w,ka,cl,intr,maxit)
C
C DEVELOPMENT:
C 14 Jul 2009: Original version of glmnet.m written.
C 30 Aug 2013: Updated glmnet.m with more options and more models
C (multi-response Gaussian, cox and Poisson models) supported.
C OLDER UPDATES:
C 26 Jan 2010: Fixed a bug in the description of y, pointed out by
C Peter Rijnbeek from Erasmus University.
C 09 Mar 2010: Fixed a bug of printing "ka = 2", pointed out by
C Ramon Casanova from Wake Forest University.
C 25 Mar 2010: Fixed a bug when p > n in multinomial fitting, pointed
C out by Gerald Quon from University of Toronto
C 25 Jul 2010: Check for input matrix format and size
C 27 Sep 2010: Fixed a bug of undefined "df" in multinomial fitting,
C pointed by Jeff Howbert from Insilicos.
C
C-----------------------------------------------------------------------
subroutine mexFunction(nlhs, plhs, nrhs, prhs)
C-----------------------------------------------------------------------
mwpointer plhs(*), prhs(*)
mwpointer mxCreateDoubleMatrix, mxGetPr, mxCreateNumericArray
integer nlhs, nrhs
mwsize mxGetM, mxGetN, mxGetNzmax
integer mxIsNumeric
integer mxIsSparse
C-----------------------------------------------------------------------
C Input
real parm,flmin,thr, intr
integer ka,no,ni,nr,nc,ne,nx,nlam,isd,maxit,kopt,isparse,nnz,jsd
real, dimension (:), allocatable :: x,y,w,vp,ulam,cl,sr,xs,o,d,
$ flog,a
integer, dimension (:), allocatable :: ix,jx,jd,irs,jcs
mwpointer pr
C Output
integer lmu,nlp,jerr
real dev0
real, dimension (:), allocatable :: a0,ca,alm,dev,rsq
integer, dimension (:), allocatable :: ia,nin
C Temporary
mwpointer temp_pr
mwsize temp_m, temp_n, temp_nzmax, dims(3)
integer task,i
C For internal parameters
real fdev, devmax, eps, big, pmin, prec, exmx
integer mnlam, mxit
C Check for proper number of arguments.
if (nrhs .eq. 0) then
task = -1;
else
temp_pr = mxGetPr(prhs(1))
call getinteger(temp_pr,task,1)
endif
C Get input
if (task .eq. -1) then
call get_int_parms(fdev,eps,big,mnlam,devmax,pmin,exmx)
call get_bnorm(prec,mxit)
plhs(1) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(1))
call putreal(fdev,temp_pr,1)
plhs(2) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(2))
call putreal(devmax,temp_pr,1)
plhs(3) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(3))
call putreal(eps,temp_pr,1)
plhs(4) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(4))
call putreal(big,temp_pr,1)
plhs(5) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(5))
call putinteger(mnlam,temp_pr,1)
plhs(6) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(6))
call putreal(pmin,temp_pr,1)
plhs(7) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(7))
call putreal(exmx,temp_pr,1)
plhs(8) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(8))
call putreal(prec,temp_pr,1)
plhs(9) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(9))
call putinteger(mxit,temp_pr,1)
return
endif
if (task .eq. 0) then
temp_pr = mxGetPr(prhs(2))
call getreal(temp_pr,fdev,1)
temp_pr = mxGetPr(prhs(3))
call getreal(temp_pr,devmax,1)
temp_pr = mxGetPr(prhs(4))
call getreal(temp_pr,eps,1)
temp_pr = mxGetPr(prhs(5))
call getreal(temp_pr,big,1)
temp_pr = mxGetPr(prhs(6))
call getinteger(temp_pr,mnlam,1)
temp_pr = mxGetPr(prhs(7))
call getreal(temp_pr,pmin,1)
temp_pr = mxGetPr(prhs(8))
call getreal(temp_pr,exmx,1)
temp_pr = mxGetPr(prhs(9))
call getreal(temp_pr,prec,1)
temp_pr = mxGetPr(prhs(10))
call getinteger(temp_pr,mxit,1)
call chg_fract_dev(fdev)
call chg_dev_max(devmax)
call chg_min_flmin(eps)
call chg_big(big)
call chg_min_lambdas(mnlam)
call chg_min_null_prob(pmin)
call chg_max_exp(exmx)
call chg_bnorm(prec, mxit)
return
endif
c$$$ -----------------Gaussian--------------------
c$$$ ---input---
if (task .eq. 10 .or. task .eq. 11) then
if (task .eq. 11) then
temp_pr = mxGetPr(prhs(3))
temp_m = mxGetM(prhs(3))
no = temp_m
temp_n = mxGetN(prhs(3))
ni = temp_n
allocate(x(1:no*ni))
call getreal(temp_pr,x,no*ni)
else
temp_m = mxGetM(prhs(4))
no = temp_m
temp_pr = mxGetPr(prhs(3))
temp_m = mxGetM(prhs(3))
nnz = temp_m
allocate(xs(1:nnz))
call getreal(temp_pr,xs,nnz)
temp_pr = mxGetPr(prhs(19))
allocate(irs(1:nnz))
call getinteger(temp_pr,irs,nnz)
temp_pr = mxGetPr(prhs(20))
temp_n = mxGetM(prhs(20))
ni = temp_n - 1
allocate(jcs(1:(ni+1)))
call getinteger(temp_pr,jcs,(ni+1))
endif
temp_pr = mxGetPr(prhs(2))
call getreal(temp_pr,parm,1)
temp_pr = mxGetPr(prhs(4))
allocate(y(1:no))
call getreal(temp_pr,y,no)
temp_pr = mxGetPr(prhs(5))
temp_m = mxGetM(prhs(5))
temp_n = mxGetN(prhs(5))
allocate(jd(temp_m*temp_n))
call getinteger(temp_pr,jd,temp_m*temp_n)
temp_pr = mxGetPr(prhs(6))
allocate(vp(1:ni))
call getreal(temp_pr,vp,ni)
temp_pr = mxGetPr(prhs(7))
call getinteger(temp_pr,ne,1)
temp_pr = mxGetPr(prhs(8))
call getinteger(temp_pr,nx,1)
temp_pr = mxGetPr(prhs(9))
call getinteger(temp_pr,nlam,1)
temp_pr = mxGetPr(prhs(10))
call getreal(temp_pr,flmin,1)
temp_pr = mxGetPr(prhs(11))
temp_m = mxGetM(prhs(11))
temp_n = mxGetN(prhs(11))
allocate(ulam(1:temp_m * temp_n))
call getreal(temp_pr,ulam,temp_m * temp_n)
temp_pr = mxGetPr(prhs(12))
call getreal(temp_pr,thr,1)
temp_pr = mxGetPr(prhs(13))
call getinteger(temp_pr,isd,1)
temp_pr = mxGetPr(prhs(14))
allocate(w(1:no))
call getreal(temp_pr,w,no)
temp_pr = mxGetPr(prhs(15))
call getinteger(temp_pr,ka,1)
temp_pr = mxGetPr(prhs(16))
allocate(cl(1:2*ni))
call getreal(temp_pr,cl,2*ni)
temp_pr = mxGetPr(prhs(17))
call getinteger(temp_pr,intr,1)
temp_pr = mxGetPr(prhs(18))
call getinteger(temp_pr,maxit,1)
c$$$ ---prepare output---
allocate(ia(1:nx))
call zerointeger(ia,nx)
allocate(nin(1:nlam))
call zerointeger(nin,nlam)
allocate(alm(1:nlam))
call zeroreal(alm,nlam)
allocate(a0(1:nlam))
call zeroreal(a0,nlam)
allocate(ca(1:nx*nlam))
call zeroreal(ca,nx*nlam)
allocate(rsq(1:nlam))
call zeroreal(rsq,nlam)
c$$$ ---computation----
if (task .eq. 11) then
call elnet(ka,parm,no,ni,x,y,w,jd,vp,cl,ne,nx,nlam,flmin,
$ ulam,thr,isd,intr,maxit,lmu,a0,ca,ia,nin,rsq,alm,
$ nlp,jerr)
else
call spelnet(ka,parm,no,ni,xs,jcs,irs,y,w,jd,vp,cl,ne,nx,
$ nlam,flmin,ulam,thr,isd,intr,maxit,lmu,a0,ca,ia,nin,
$ rsq,alm,nlp,jerr)
endif
c$$$ ----output-----
plhs(1) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(1))
call putinteger(lmu,temp_pr,1)
plhs(4) = mxCreateDoubleMatrix(nx,1,0)
temp_pr = mxGetPr(plhs(4))
call putinteger(ia,temp_pr,nx)
plhs(5) = mxCreateDoubleMatrix(lmu,1,0)
temp_pr = mxGetPr(plhs(5))
call putinteger(nin,temp_pr,lmu)
plhs(7) = mxCreateDoubleMatrix(lmu,1,0)
temp_pr = mxGetPr(plhs(7))
call putreal(alm,temp_pr,lmu)
plhs(8) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(8))
call putinteger(nlp,temp_pr,1)
plhs(9) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(9))
call putinteger(jerr,temp_pr,1)
plhs(2) = mxCreateDoubleMatrix(lmu,1,0)
temp_pr = mxGetPr(plhs(2))
call putreal(a0,temp_pr,lmu)
plhs(3) = mxCreateDoubleMatrix(nx,lmu,0)
temp_pr = mxGetPr(plhs(3))
call putreal(ca,temp_pr,nx*lmu)
plhs(6) = mxCreateDoubleMatrix(lmu,1,0)
temp_pr = mxGetPr(plhs(6))
call putreal(rsq,temp_pr,lmu)
deallocate(y)
deallocate(jd)
deallocate(vp)
deallocate(ulam)
deallocate(a0)
deallocate(ca)
deallocate(ia)
deallocate(nin)
deallocate(alm)
deallocate(w)
deallocate(rsq)
deallocate(cl)
if (task .eq. 11) then
deallocate(x)
else
deallocate(xs)
deallocate(irs)
deallocate(jcs)
endif
return
endif
c$$$ --------------end of Gaussian---------------------------
c$$$ -----------------mGaussian--------------------
c$$$ ---input---
if (task .eq. 30 .or. task .eq. 31) then
if (task .eq. 31) then
temp_pr = mxGetPr(prhs(3))
temp_m = mxGetM(prhs(3))
no = temp_m
temp_n = mxGetN(prhs(3))
ni = temp_n
allocate(x(1:no*ni))
call getreal(temp_pr,x,no*ni)
temp_pr = mxGetPr(prhs(18))
call getinteger(temp_pr,jsd,1)
else
temp_m = mxGetM(prhs(4))
no = temp_m
temp_pr = mxGetPr(prhs(3))
temp_m = mxGetM(prhs(3))
nnz = temp_m
allocate(xs(1:nnz))
call getreal(temp_pr,xs,nnz)
temp_pr = mxGetPr(prhs(18))
allocate(irs(1:nnz))
call getinteger(temp_pr,irs,nnz)
temp_pr = mxGetPr(prhs(19))
temp_n = mxGetM(prhs(19))
ni = temp_n - 1
allocate(jcs(1:(ni+1)))
call getinteger(temp_pr,jcs,(ni+1))
temp_pr = mxGetPr(prhs(20))
call getinteger(temp_pr,jsd,1)
endif
temp_pr = mxGetPr(prhs(2))
call getreal(temp_pr,parm,1)
temp_n = mxGetN(prhs(4))
nr = temp_n
temp_pr = mxGetPr(prhs(4))
allocate(y(1:no*nr))
call getreal(temp_pr,y,no*nr)
temp_pr = mxGetPr(prhs(5))
temp_m = mxGetM(prhs(5))
temp_n = mxGetN(prhs(5))
allocate(jd(temp_m*temp_n))
call getinteger(temp_pr,jd,temp_m*temp_n)
temp_pr = mxGetPr(prhs(6))
allocate(vp(1:ni))
call getreal(temp_pr,vp,ni)
temp_pr = mxGetPr(prhs(7))
call getinteger(temp_pr,ne,1)
temp_pr = mxGetPr(prhs(8))
call getinteger(temp_pr,nx,1)
temp_pr = mxGetPr(prhs(9))
call getinteger(temp_pr,nlam,1)
temp_pr = mxGetPr(prhs(10))
call getreal(temp_pr,flmin,1)
temp_pr = mxGetPr(prhs(11))
temp_m = mxGetM(prhs(11))
temp_n = mxGetN(prhs(11))
allocate(ulam(1:temp_m * temp_n))
call getreal(temp_pr,ulam,temp_m * temp_n)
temp_pr = mxGetPr(prhs(12))
call getreal(temp_pr,thr,1)
temp_pr = mxGetPr(prhs(13))
call getinteger(temp_pr,isd,1)
temp_pr = mxGetPr(prhs(14))
allocate(w(1:no))
call getreal(temp_pr,w,no)
temp_pr = mxGetPr(prhs(15))
allocate(cl(1:2*ni))
call getreal(temp_pr,cl,2*ni)
temp_pr = mxGetPr(prhs(16))
call getinteger(temp_pr,intr,1)
temp_pr = mxGetPr(prhs(17))
call getinteger(temp_pr,maxit,1)
c$$$ ---prepare output---
allocate(ia(1:nx))
call zerointeger(ia,nx)
allocate(nin(1:nlam))
call zerointeger(nin,nlam)
allocate(alm(1:nlam))
call zeroreal(alm,nlam)
allocate(a0(1:nr*nlam))
call zeroreal(a0,nr*nlam)
allocate(ca(1:nx*nr*nlam))
call zeroreal(ca,nx*nr*nlam)
allocate(rsq(1:nlam))
call zeroreal(rsq,nlam)
c$$$ ---computation----
if (task .eq. 31) then
call multelnet(parm,no,ni,nr,x,y,w,jd,vp,cl,ne,nx,nlam,
$ flmin,ulam,thr,isd,jsd,intr,maxit,lmu,a0,ca,ia,nin,
$ rsq,alm,nlp,jerr)
else
call multspelnet(parm,no,ni,nr,xs,jcs,irs,y,w,jd,vp,cl,ne,
$ nx,nlam,flmin,ulam,thr,isd,jsd,intr,maxit,lmu,a0,ca,
$ ia,nin,rsq,alm,nlp,jerr)
endif
c$$$ ----output-----
plhs(1) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(1))
call putinteger(lmu,temp_pr,1)
plhs(4) = mxCreateDoubleMatrix(nx,1,0)
temp_pr = mxGetPr(plhs(4))
call putinteger(ia,temp_pr,nx)
plhs(5) = mxCreateDoubleMatrix(lmu,1,0)
temp_pr = mxGetPr(plhs(5))
call putinteger(nin,temp_pr,lmu)
plhs(7) = mxCreateDoubleMatrix(lmu,1,0)
temp_pr = mxGetPr(plhs(7))
call putreal(alm,temp_pr,lmu)
plhs(8) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(8))
call putinteger(nlp,temp_pr,1)
plhs(9) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(9))
call putinteger(jerr,temp_pr,1)
plhs(2) = mxCreateDoubleMatrix(nr,lmu,0)
temp_pr = mxGetPr(plhs(2))
call putreal(a0,temp_pr,nr*lmu)
plhs(3) = mxCreateDoubleMatrix(nx*nr,lmu,0)
temp_pr = mxGetPr(plhs(3))
call putreal(ca,temp_pr,nx*nr*lmu)
plhs(6) = mxCreateDoubleMatrix(lmu,1,0)
temp_pr = mxGetPr(plhs(6))
call putreal(rsq,temp_pr,lmu)
deallocate(y)
deallocate(jd)
deallocate(vp)
deallocate(ulam)
deallocate(a0)
deallocate(ca)
deallocate(ia)
deallocate(nin)
deallocate(alm)
deallocate(w)
deallocate(rsq)
deallocate(cl)
if (task .eq. 31) then
deallocate(x)
else
deallocate(xs)
deallocate(irs)
deallocate(jcs)
endif
return
endif
c$$$ --------------end of mGaussian---------------------------
c$$$ ---------------Logistic--------------------------
c$$$ ---input---
if (task .eq. 20 .or. task .eq. 21) then
if (task .eq. 21) then
temp_pr = mxGetPr(prhs(3))
temp_m = mxGetM(prhs(3))
no = temp_m
temp_n = mxGetN(prhs(3))
ni = temp_n
allocate(x(1:no*ni))
call getreal(temp_pr,x,no*ni)
else
temp_m = mxGetM(prhs(4))
no = temp_m
temp_pr = mxGetPr(prhs(3))
temp_m = mxGetM(prhs(3))
nnz = temp_m
allocate(xs(1:nnz))
call getreal(temp_pr,xs,nnz)
temp_pr = mxGetPr(prhs(20))
allocate(irs(1:nnz))
call getinteger(temp_pr,irs,nnz)
temp_pr = mxGetPr(prhs(21))
temp_n = mxGetM(prhs(21))
ni = temp_n - 1
allocate(jcs(1:(ni+1)))
call getinteger(temp_pr,jcs,(ni+1))
endif
temp_pr = mxGetPr(prhs(2))
call getreal(temp_pr,parm,1)
temp_pr = mxGetPr(prhs(17))
call getinteger(temp_pr,nc,1)
temp_pr = mxGetPr(prhs(4))
allocate(y(1:no*(max(2,nc))))
call getreal(temp_pr,y,no*(max(2,nc)))
temp_pr = mxGetPr(prhs(5))
temp_m = mxGetM(prhs(5))
temp_n = mxGetN(prhs(5))
allocate(jd(temp_m*temp_n))
call getinteger(temp_pr,jd,temp_m*temp_n)
temp_pr = mxGetPr(prhs(6))
allocate(vp(1:ni))
call getreal(temp_pr,vp,ni)
temp_pr = mxGetPr(prhs(7))
call getinteger(temp_pr,ne,1)
temp_pr = mxGetPr(prhs(8))
call getinteger(temp_pr,nx,1)
temp_pr = mxGetPr(prhs(9))
call getinteger(temp_pr,nlam,1)
temp_pr = mxGetPr(prhs(10))
call getreal(temp_pr,flmin,1)
temp_pr = mxGetPr(prhs(11))
temp_m = mxGetM(prhs(11))
temp_n = mxGetN(prhs(11))
allocate(ulam(1:temp_m * temp_n))
call getreal(temp_pr,ulam,temp_m * temp_n)
temp_pr = mxGetPr(prhs(12))
call getreal(temp_pr,thr,1)
temp_pr = mxGetPr(prhs(13))
call getinteger(temp_pr,isd,1)
temp_pr = mxGetPr(prhs(14))
allocate(cl(1:2*ni))
call getreal(temp_pr,cl,2*ni)
temp_pr = mxGetPr(prhs(15))
call getinteger(temp_pr,intr,1)
temp_pr = mxGetPr(prhs(16))
call getinteger(temp_pr,maxit,1)
temp_pr = mxGetPr(prhs(18))
call getinteger(temp_pr,kopt,1)
temp_pr = mxGetPr(prhs(19))
allocate(o(1:no*nc))
call getreal(temp_pr,o,no*nc)
c$$$ ---prepare output---
allocate(ia(1:nx))
call zerointeger(ia,nx)
allocate(nin(1:nlam))
call zerointeger(nin,nlam)
allocate(alm(1:nlam))
call zeroreal(alm,nlam)
allocate(a0(1:(nc*nlam)))
call zeroreal(a0,nc*nlam)
allocate(ca(1:(nx*nc*nlam)))
call zeroreal(ca,nx*nc*nlam)
allocate(dev(1:nlam))
call zeroreal(dev,nlam)
c$$$ ---computation----
if (task .eq. 21) then
call lognet(parm,no,ni,nc,x,y,o,jd,vp,cl,ne,nx,nlam,flmin,
$ ulam,thr,isd,intr,maxit,kopt,lmu,a0,ca,ia,nin,dev0,dev,
$ alm,nlp,jerr)
else
call splognet(parm,no,ni,nc,xs,jcs,irs,y,o,jd,vp,cl,ne,nx,
$ nlam,flmin,ulam,thr,isd,intr,maxit,kopt,lmu,a0,ca,ia,
$ nin,dev0,dev,alm,nlp,jerr)
endif
c$$$ ----output-----
plhs(1) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(1))
call putinteger(lmu,temp_pr,1)
plhs(4) = mxCreateDoubleMatrix(nx,1,0)
temp_pr = mxGetPr(plhs(4))
call putinteger(ia,temp_pr,nx)
plhs(5) = mxCreateDoubleMatrix(lmu,1,0)
temp_pr = mxGetPr(plhs(5))
call putinteger(nin,temp_pr,lmu)
plhs(7) = mxCreateDoubleMatrix(lmu,1,0)
temp_pr = mxGetPr(plhs(7))
call putreal(alm,temp_pr,lmu)
plhs(8) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(8))
call putinteger(nlp,temp_pr,1)
plhs(9) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(9))
call putinteger(jerr,temp_pr,1)
plhs(2) = mxCreateDoubleMatrix(nc,lmu,0)
temp_pr = mxGetPr(plhs(2))
call putreal(a0,temp_pr,nc*lmu)
plhs(3) = mxCreateDoubleMatrix(nx*nc,lmu,0)
temp_pr = mxGetPr(plhs(3))
call putreal(ca,temp_pr,nx*nc*lmu)
plhs(6) = mxCreateDoubleMatrix(lmu,1,0)
temp_pr = mxGetPr(plhs(6))
call putreal(dev,temp_pr,lmu)
plhs(10) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(10))
call putreal(dev0,temp_pr,1)
plhs(11) = mxCreateDoubleMatrix(no,nc,0)
temp_pr = mxGetPr(plhs(11))
call putreal(o,temp_pr,no*nc)
deallocate(y)
deallocate(jd)
deallocate(vp)
deallocate(ulam)
deallocate(a0)
deallocate(ca)
deallocate(ia)
deallocate(nin)
deallocate(alm)
deallocate(cl)
deallocate(o)
deallocate(dev)
if (task .eq. 21) then
deallocate(x)
else
deallocate(xs)
deallocate(irs)
deallocate(jcs)
endif
return
endif
c$$$ --------------------end of Logistic------------------
c$$$ --------------------start of cox--------------------
if (task .eq. 41) then
temp_pr = mxGetPr(prhs(3))
temp_m = mxGetM(prhs(3))
no = temp_m
temp_n = mxGetN(prhs(3))
ni = temp_n
allocate(x(1:no*ni))
call getreal(temp_pr,x,no*ni)
temp_pr = mxGetPr(prhs(2))
call getreal(temp_pr,parm,1)
temp_pr = mxGetPr(prhs(4))
allocate(y(1:no))
call getreal(temp_pr,y,no)
temp_pr = mxGetPr(prhs(5))
temp_m = mxGetM(prhs(5))
temp_n = mxGetN(prhs(5))
allocate(jd(temp_m*temp_n))
call getinteger(temp_pr,jd,temp_m*temp_n)
temp_pr = mxGetPr(prhs(6))
allocate(vp(1:ni))
call getreal(temp_pr,vp,ni)
temp_pr = mxGetPr(prhs(7))
call getinteger(temp_pr,ne,1)
temp_pr = mxGetPr(prhs(8))
call getinteger(temp_pr,nx,1)
temp_pr = mxGetPr(prhs(9))
call getinteger(temp_pr,nlam,1)
temp_pr = mxGetPr(prhs(10))
call getreal(temp_pr,flmin,1)
temp_pr = mxGetPr(prhs(11))
temp_m = mxGetM(prhs(11))
temp_n = mxGetN(prhs(11))
allocate(ulam(1:temp_m * temp_n))
call getreal(temp_pr,ulam,temp_m * temp_n)
temp_pr = mxGetPr(prhs(12))
call getreal(temp_pr,thr,1)
temp_pr = mxGetPr(prhs(13))
call getinteger(temp_pr,isd,1)
temp_pr = mxGetPr(prhs(14))
allocate(w(1:no))
call getreal(temp_pr,w,no)
temp_pr = mxGetPr(prhs(15))
allocate(d(1:no))
call getreal(temp_pr,d,no)
temp_pr = mxGetPr(prhs(16))
allocate(cl(1:2*ni))
call getreal(temp_pr,cl,2*ni)
temp_pr = mxGetPr(prhs(17))
call getinteger(temp_pr,maxit,1)
temp_pr = mxGetPr(prhs(18))
allocate(o(1:no))
call getreal(temp_pr,o,no)
c$$$ ---prepare output---
allocate(ia(1:nx))
call zerointeger(ia,nx)
allocate(nin(1:nlam))
call zerointeger(nin,nlam)
allocate(alm(1:nlam))
call zeroreal(alm,nlam)
allocate(ca(1:nx*nlam))
call zeroreal(ca,nx*nlam)
allocate(dev(1:nlam))
call zeroreal(dev,nlam)
c$$$ ---computation----
call coxnet(parm,no,ni,x,y,d,o,w,jd,vp,cl,ne,nx,nlam,flmin,
$ ulam,thr,maxit,isd,lmu,ca,ia,nin,dev0,dev,alm,nlp,jerr)
c$$$ ----output-----
c$$$
plhs(1) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(1))
call putinteger(lmu,temp_pr,1)
plhs(3) = mxCreateDoubleMatrix(nx,1,0)
temp_pr = mxGetPr(plhs(3))
call putinteger(ia,temp_pr,nx)
plhs(4) = mxCreateDoubleMatrix(lmu,1,0)
temp_pr = mxGetPr(plhs(4))
call putinteger(nin,temp_pr,lmu)
plhs(6) = mxCreateDoubleMatrix(lmu,1,0)
temp_pr = mxGetPr(plhs(6))
call putreal(alm,temp_pr,lmu)
plhs(7) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(7))
call putinteger(nlp,temp_pr,1)
plhs(8) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(8))
call putinteger(jerr,temp_pr,1)
plhs(2) = mxCreateDoubleMatrix(nx,lmu,0)
temp_pr = mxGetPr(plhs(2))
call putreal(ca,temp_pr,nx*lmu)
plhs(5) = mxCreateDoubleMatrix(lmu,1,0)
temp_pr = mxGetPr(plhs(5))
call putreal(dev,temp_pr,lmu)
plhs(9) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(9))
call putreal(dev0,temp_pr,1)
plhs(10) = mxCreateDoubleMatrix(no,1,0)
temp_pr = mxGetPr(plhs(10))
call putreal(o,temp_pr,no)
deallocate(y)
deallocate(jd)
deallocate(vp)
deallocate(ulam)
deallocate(ca)
deallocate(ia)
deallocate(nin)
deallocate(alm)
deallocate(w)
deallocate(dev)
deallocate(cl)
deallocate(d)
deallocate(o)
deallocate(x)
return
endif
c$$$ -------------------end of cox -----------------------
c$$$ --------------start of log-likelihood----------------
if (task .eq. 42) then
c$$$ prepare input
temp_pr = mxGetPr(prhs(2))
temp_m = mxGetM(prhs(2))
no = temp_m
temp_n = mxGetN(prhs(2))
ni = temp_n
allocate(x(1:no*ni))
call getreal(temp_pr,x,no*ni)
temp_pr = mxGetPr(prhs(3))
allocate(y(1:no))
call getreal(temp_pr,y,no)
temp_pr = mxGetPr(prhs(4))
allocate(d(1:no))
call getreal(temp_pr,d,no)
temp_pr = mxGetPr(prhs(5))
allocate(o(1:no))
call getreal(temp_pr,o,no)
temp_pr = mxGetPr(prhs(6))
allocate(w(1:no))
call getreal(temp_pr,w,no)
temp_pr = mxGetPr(prhs(7))
call getinteger(temp_pr,nvec,1)
temp_pr = mxGetPr(prhs(8))
allocate(a(1:ni*nvec))
call getreal(temp_pr,a,ni*nvec)
c$$$ prepare output
allocate(flog(1:nvec))
call zeroreal(flog,nvec)
c$$$ compututation
call loglike(no,ni,x,y,d,o,w,nvec,a,flog,jerr)
c$$$ output
plhs(1) = mxCreateDoubleMatrix(nvec,1,0)
temp_pr = mxGetPr(plhs(1))
call putreal(flog,temp_pr,nvec)
plhs(2) = mxCreateDoubleMatrix(1,1,0)
temp_pr = mxGetPr(plhs(2))
call putinteger(jerr,temp_pr,1)
endif
c$$$ ---------------Poisson--------------------------
c$$$ ---input---
if (task .eq. 50 .or. task .eq. 51) then
if (task .eq. 51) then
temp_pr = mxGetPr(prhs(3))
temp_m = mxGetM(prhs(3))
no = temp_m
temp_n = mxGetN(prhs(3))
ni = temp_n
allocate(x(1:no*ni))
call getreal(temp_pr,x,no*ni)
else