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1 function [y, se] = predict(varargin)
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2
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3 % Interpolate a fit produced by locfit().
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4 %
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5 % predict(fit) produces the fitted values at locfit's selected points.
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6 % predict(fit,x) interpolates the fits to points specified by x.
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7 %
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8 % Input arguments:
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9 % fit The locfit() fit.
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10 % x Points to interpolate at. May be a matrix with d columns,
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11 % or cell with d components (each a vector). In the former
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12 % case, a fitted value is computed for each row of x.
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13 % In the latter, the components of x are interpreted as
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14 % grid margins.
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15 % Can also specify 'data' (evaluate at data points);
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16 % or 'fitp' (extract the fitted points).
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17 % 'band',value
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18 % Type of standard errors to compute. Default is 'band','n', for none.
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19 % Other choices are 'band','g' (use a global s to estimate the resiudal
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20 % standard deviation, so standard errors are s*||l(x)||);
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21 % 'band','l' (use a local s(x), so std. errors are s(x)*||l(x)||);
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22 % 'band','p' (prediction errors, so s*sqrt(1+||l(x)||^2).
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23 % 'direct'
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24 % Compute the local fit directly (rather than using local
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25 % regression, at each point specified by the x argument.
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26 % 'kappa',vector
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27 % Vector of constants for simultaneous confidence bands,
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28 % computed by the kappa0() function.
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29 % 'level',value
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30 % Coverage probability for confidence intervals and bands.
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31 % Default is 0.95.
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32 %
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33 % Output is a vector of fitted values (if 'band','n'), or a cell
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34 % with fitted value, standard error vectors, and matrix of lower
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35 % and upper confidence limits.
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36 %
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37 % Note that for local likelihood fits, back-transformation is
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38 % not performed, so that (e.g.) for Poisson regression with the
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39 % log-link, the output estimates the log-mean, and its standard errors.
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40 % Likewise, for density estimation, the output is log(density).
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41 %
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42 % Author: Catherine Loader.
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43
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44 if (nargin<1)
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45 error('predict requires fit argument');
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46 end;
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47
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48 fit = varargin{1};
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49
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50 if (nargin==1) x = 'fitp'; else x = varargin{2}; end;
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51
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52 band = 'n';
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53 what = 'coef';
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54 rest = 'none';
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55 dir = 0;
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56 level = 0.95;
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57 d = size(fit.data.x,2);
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58 kap = [zeros(1,d) 1];
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59
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60 na = 3;
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61 while na <= nargin
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62 inc = 0;
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63 if strcmp(varargin{na},'band')
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64 band = varargin{na+1};
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65 inc = 2;
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66 end;
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67 if strcmp(varargin{na},'what')
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68 what = varargin{na+1};
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69 inc = 2;
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70 end;
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71 if strcmp(varargin{na},'restyp')
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72 rest = varargin{na+1};
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73 inc = 2;
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74 end;
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75 if strcmp(varargin{na},'direct')
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76 dir = 1;
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77 inc = 1;
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78 end;
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79 if strcmp(varargin{na},'kappa')
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80 kap = varargin{na+1};
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81 inc = 2;
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82 end;
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83 if strcmp(varargin{na},'level')
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84 level = varargin{na+1};
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85 inc = 2;
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86 end;
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87 if (inc == 0)
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88 disp(varargin{na});
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89 error('Unknown argument');
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90 end;
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91 na = na+inc;
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92 end;
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93
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94 [y se cb] = mexpp(x,fit,band,what,rest,dir,kap,level);
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95 if (band=='n')
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96 y = y;
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97 else
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98 y = {y se cb};
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99 end;
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100
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101 return;
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