Brent A. Johnson
Biostatistics
Emory University
20 October 2009

Instructions for PenBJ.R

The key step to this routine is successfully creating the shared archive "impute.so".  This must be done on each computer and with the most recent version of R.  To accomplish this:

1. in the director where "impute.c" is saved …
2. at the UNIX command prompt, type 
	% R CMD SHLIB impute.c
3. source "PenBJ.R"

Then, run the test file to see if everything works.

NOTES: I have never tested this on a PC.  The current implementation works 
well for p < n and could conceivably work well for p > n if a suitable initial value is provided.

Reference: Johnson, BA (2009) On lasso for censored data. EJS