[6020fc]: inst / rgdtsmcorewrap.m Maximize Restore History

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66``` ```## Copyright (C) 2008 Jonathan Stickel ## This program is free software; you can redistribute it and/or modify ## it under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 2 of the License, or ## (at your option) any later version. ## ## This program is distributed in the hope that it will be useful, ## but WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the ## GNU General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with this program; If not, see . ## -*- texinfo -*- ## @deftypefn {Function File} {@var{cve}|@var{stdevdif} =} rgdtsmcorewrap (@var{log10lambda}, @var{x}, @var{y}, @var{d}, @var{mincell}, @var{options}) ## ## Wrapper function for rgdtsmcore in order to minimize over ## @var{lambda} w.r.t. cross-validation error OR the squared difference ## between the standard deviation of (@var{y}-@var{yhat}) and the given ## standard deviation. This function is called from regdatasmooth. ## @end deftypefn function out = rgdtsmcorewrap (log10lambda, x, y, d, mincell, varargin) lambda = 10^(log10lambda); if ( length(mincell)==2 ) # using stdev to find optimal lambda stdev = mincell{2}; yhat = rgdtsmcore (x, y, d, lambda, varargin{:}); xhatprov = 0; relative = 0; for i = 1:length(varargin) if strcmp(varargin{i},"relative") relative = 1; elseif strcmp(varargin{i},"xhat") xhatprov = 1; xhat = varargin{i+1}; endif endfor if (xhatprov) idx = interp1(xhat,1:length(xhat),x,"nearest"); if relative stdevd = std((y-yhat(idx))./y); else stdevd = std(y-yhat(idx)); endif else if (relative) stdevd = std((y-yhat)./y); else stdevd = std(y-yhat); endif endif out = (stdevd - stdev)^2; else # use gcv to find optimal lambda [yhat, cve] = rgdtsmcore (x, y, d, lambda, varargin{:}); out = cve; endif endfunction ```