R/LPcden.R

In LPRelevance: Relevance-Integrated Statistical Inference Engine

LPcden <-
function(X,y,X.test,m=c(6,8),method='lm',lp.smooth='BIC',...){ 
  
  extraparms<-list(...)
  
  method.list<-c('glmnet','lm','knn')
  method<-match.arg(method, method.list)
  
  X<-as.matrix(X)
  X.test<-matrix(X.test,ncol=ncol(X))
  multivar=0
  if(ncol(X)>1){multivar=1}
  
  Tx<-eLP.poly(X,m[1])
  ## need adjust to multivar X:
  #colnames(Tx)<-paste('Tx',1:m[1],sep='')
  Ty<-eLP.poly(y,m[2])
  colnames(Ty)<-paste('Ty',1:m[2],sep='')
  
  LP.coef<-matrix(0,nrow(X.test),m[2])
  colnames(LP.coef)<-paste('LP[',1:m[2],']',sep='')
  for(i in 1:nrow(X.test)){
    X.test0<-matrix(X.test[i,],nrow=1)
    LP.coef0<-sapply(1:m[2],LPregression,Tx,Ty,X,X.test0,m,method,extraparms)
    if(!is.null(lp.smooth)&method=='lm'){
      LP.coef[i,]<-LP.smooth(LP.coef0,n=length(y),method=lp.smooth)
    }else if(method=='lm'){
      LP.coef[i,]<-LP.coef0[1,]
    }else{
      LP.coef[i,]<-LP.coef0
    }
  }
  return(LP.coef)
}