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tkrgdatasmddwrap.m    40 lines (32 with data), 1.4 kB

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## 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 <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
##@deftypefn {Function File} {@var{cve}|@var{stdevdif} =} tkrgdatasmddwrap (@var{log10lambda}, @var{x}, @var{y}, @var{o}, 'cve'|'stdev'[, @var{stdev}])
##
## Wrapper function for tkrgdatasmdd in order to minimize over lambda
## w.r.t. cross-validation error OR the squared difference between the
## standard deviation of data from the smooth data and the given
## standard deviation.
##@end deftypefn
function out = tkrgdatasmddwrap (log10lambda, x, y, d, mintype, stdev)
lambda = 10^(log10lambda);
if ( strcmp(mintype,"stdev") )
ys = tkrgdatasmdd(x, y, lambda, d);
stdevd = std(y-ys);
out = (stdevd - stdev)^2;
else
[ys, cve] = tkrgdatasmdd(x, y, lambda, d);
out = cve;
endif
endfunction