Mercurial > repos > vipints > rdiff
diff rDiff/src/locfit/Source/lfcons.h @ 0:0f80a5141704
version 0.3 uploaded
author | vipints |
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date | Thu, 14 Feb 2013 23:38:36 -0500 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/rDiff/src/locfit/Source/lfcons.h Thu Feb 14 23:38:36 2013 -0500 @@ -0,0 +1,306 @@ +/* + * Numeric values for constants used in locfit + */ + +/* + MXDIM and MXDEG are maximum dimension and local polynomial + degree for Locfit. Note that some parts of the code may be + more restrictive. +*/ +#define MXDIM 15 +#define MXDEG 7 + +/* + floating point constants +*/ +#ifndef PI +#define PI 3.141592653589793238462643 +#endif +#define S2PI 2.506628274631000502415765 +#define SQRT2 1.4142135623730950488 +#define LOGPI 1.144729885849400174143427 +#define GOLDEN 0.61803398874989484820 +#define HL2PI 0.91893853320467267 /* log(2pi)/2 */ +#define SQRPI 1.77245385090552 /* sqrt(pi) */ +#define HUBERC 2.0 + +/* + Criteria for adaptive local fitting mi[MACRI] + 1: localized CP; 2: ICI (katkovnik); 3: curvature model index + 4: Increase bandwidth until locfit returns LF_OK +*/ +#define ANONE 0 +#define ACP 1 +#define AKAT 2 +#define AMDI 3 +#define AOK 4 + +/* + vector of double precision parameters. + 0, 1, 2 are the three components of the smoothing parameter. + 3 cut parameter for adaptive evaluation structures. + 4-8 are likelihood, degrees of freedom and residual variance, + computed as part of the fit. + Stored as the lf.dp vector. +*/ +#define DALP 0 +#define DFXH 1 +#define DADP 2 +#define DCUT 3 +#define DLK 4 +#define DT0 5 +#define DT1 6 +#define DRV 7 +#define DSWT 8 +#define DRSC 9 +#define LEND 10 + +/* + Evaluation structures mi[MEV] + EFITP special for `interpolation' at fit points +*/ +#define ENULL 0 +#define ETREE 1 +#define EPHULL 2 +#define EDATA 3 +#define EGRID 4 +#define EKDTR 5 +#define EKDCE 6 +#define ECROS 7 +#define EPRES 8 +#define EXBAR 9 +#define ENONE 10 +#define ESPHR 11 +#define EFITP 50 +#define ESPEC 100 + +/* + integer parameters: sample size; dimension; number of local parameters etc. + stored as the lf.mi vector. +*/ +#define MN 0 +#define MP 1 +#define MDEG0 2 +#define MDEG 3 +#define MDIM 4 +#define MACRI 5 +#define MKER 6 +#define MKT 7 +#define MIT 8 +#define MMINT 9 +#define MMXIT 10 +#define MREN 11 +#define MEV 12 +#define MTG 13 +#define MLINK 14 +#define MDC 15 +#define MK 16 +#define MDEB 17 +#define MGETH 18 +#define MPC 19 +#define MUBAS 20 +#define LENM 21 + +/* + Link functions mi[MLINK]. + Mostly as in table 4.1 of the book. + LDEFAU and LCANON are used to select default and canonical + links respectively. LINIT shouldn't be selected by user... +*/ +#define LINIT 0 +#define LDEFAU 1 +#define LCANON 2 +#define LIDENT 3 +#define LLOG 4 +#define LLOGIT 5 +#define LINVER 6 +#define LSQRT 7 +#define LASIN 8 + +/* + components of vector returned by the links() function + in family.c. ZLIK the likelihood; ZMEAN = estimated mean; + ZDLL = derivative of log-likelihood; ZDDLL = - second derivative +*/ +#define LLEN 4 +#define ZLIK 0 +#define ZMEAN 1 +#define ZDLL 2 +#define ZDDLL 3 + +/* + weight functions mi[MKER]. + see Table 3.1 or the function W() in weights.c for definitions. +*/ +#define WRECT 1 +#define WEPAN 2 +#define WBISQ 3 +#define WTCUB 4 +#define WTRWT 5 +#define WGAUS 6 +#define WTRIA 7 +#define WQUQU 8 +#define W6CUB 9 +#define WMINM 10 +#define WEXPL 11 +#define WMACL 12 +#define WPARM 13 + +/* + type of multivariate weight function mi[MKT] + KSPH (spherical) KPROD (product) + others shouldn't be used at present. +*/ +#define KSPH 1 +#define KPROD 2 +#define KCE 3 +#define KLM 4 +#define KZEON 5 + +#define STANGL 4 +#define STLEFT 5 +#define STRIGH 6 +#define STCPAR 7 + +/* + Local likelihood family mi[MTG] + for quasi-likelihood, add 64. +*/ +#define TNUL 0 +#define TDEN 1 +#define TRAT 2 +#define THAZ 3 +#define TGAUS 4 +#define TLOGT 5 +#define TPOIS 6 +#define TGAMM 7 +#define TGEOM 8 +#define TCIRC 9 +#define TROBT 10 +#define TRBIN 11 +#define TWEIB 12 +#define TCAUC 13 +#define TPROB 14 + +/* + Integration type mi[MIT] for integration in + density estimation. +*/ +#define INVLD 0 +#define IDEFA 1 +#define IMULT 2 +#define IPROD 3 +#define IMLIN 4 +#define IHAZD 5 +#define ISPHR 6 +#define IMONT 7 + +/* + For prediction functions, what to predict? + PCOEF -- coefficients PT0 -- influence function + PNLX -- ||l(x)|| PBAND -- bandwidth h(x) + PDEGR -- local poly. degree PLIK -- max. local likelihood + PRDF -- local res. d.f. PVARI -- ||l(x)||^2 +*/ +#define PCOEF 1 +#define PT0 2 +#define PNLX 3 +#define PBAND 4 +#define PDEGR 5 +#define PLIK 6 +#define PRDF 7 +#define PVARI 8 + +/* + Residual Types +*/ +#define RDEV 1 +#define RPEAR 2 +#define RRAW 3 +#define RLDOT 4 +#define RDEV2 5 +#define RLDDT 6 +#define RFIT 7 +#define RMEAN 8 + +/* + components of the colour vector +*/ +#define CBAK 0 +#define CAXI 1 +#define CTEX 2 +#define CLIN 3 +#define CPOI 4 +#define CCON 5 +#define CCLA 6 +#define CSEG 7 +#define CPA1 8 +#define CPA2 9 + +/* + variable types: double, int, char, argument list +*/ +#define VDOUBLE 0 +#define VINT 1 +#define VCHAR 2 +#define VARGL 3 +#define VPREP 4 +#define VARC 5 +#define VVARI 6 +#define VXYZ 7 + +/* + variable status +*/ +#define STEMPTY 0 +#define STREGULAR 1 +#define STHIDDEN 3 +#define STPLOTVAR 4 +#define STSYSTEM 5 +#define STSYSPEC 6 +#define STREADFI 7 + +/* + return status for the locfit() function +*/ +#define LF_OK 0 +#define LF_DONE 1 /* done - forced break from iterations */ +#define LF_OOB 2 /* out of bounds, or large unstable parameter */ +#define LF_PF 3 /* perfect fit; interpolation; deviance=0 */ +#define LF_NCON 4 /* not converged */ +#define LF_NSLN 5 /* no solution - eg separation in binomial. */ +#define LF_NOPT 6 /* no or insufficient points with non-zero wt */ +#define LF_INFA 7 /* initial failure e.g. log(0) */ +#define LF_DEMP 10 /* density -- empty integration region */ +#define LF_XOOR 11 /* density -- fit point outside xlim region */ +#define LF_DNOP 12 /* density version of 6 */ +#define LF_FPROB 80 +#define LF_BADP 81 /* bad parameters e.g. neg prob for binomial */ +#define LF_LNK 82 /* invalid link */ +#define LF_FAM 83 /* invalid family */ +#define LF_ERR 99 /* error */ + +/* + * mi[MGETH] codes + * scb(), pointwise codes are 71,...,75. + * add 10 for simultaneous codes. + */ +#define GSTD 0 +#define GHAT 1 +#define GKAP 2 +#define GRBD 3 +#define GAMF 4 +#define GAMP 5 +#define GLSC 6 +#define GSMP 7 +#define GMIX 8 +#define GLM1 71 +#define GLM2 72 +#define GLM3 73 +#define GLM4 74 +#define GLDN 75 + +/* bandwidth criteria */ +#define BGCV 1 +#define BCP 2 +#define BIND 3