Nothing
cparlwr <- function(form,nonpar,window=.25,bandwidth=0,kern="tcub",distance="Mahal",targetobs=NULL,data=NULL) {
mat <- model.frame(form,data=data)
y <- mat[,1]
n = length(y)
xmat <- model.matrix(form,data=data)
zmat <- model.frame(nonpar,data=data)
nz = ncol(zmat)
nk = ncol(xmat)
xname <- colnames(xmat)
nocons = xname[1]!="(Intercept)"
if (nz==1) {vzmat <- var(zmat) }
if (nz==2) {
vzmat <- cov(zmat)
if (distance=="Euclid"|distance=="E") {vzmat <- diag(diag(vzmat)) }
}
if (kern=="rect") { wgt <- function(psi) {ifelse(abs(psi)>=0,1,0) } }
if (kern=="tria") { wgt <- function(psi) {1 - abs(psi) } }
if (kern=="epan") { wgt <- function(psi) { 1-psi^2 } }
if (kern=="bisq") { wgt <- function(psi) { (1-psi^2)^2 } }
if (kern=="tcub") { wgt <- function(psi) { (1 - abs(psi)^3)^3 } }
if (kern=="trwt") { wgt <- function(psi) { (1 - psi^2)^3 } }
if (kern=="gauss") { wgt <- function(psi) { exp(-((2.5*psi)^2)/2) } }
alldata = FALSE
ttype = "provided"
if (identical(targetobs,NULL)){ttype = "locfit"}
if (identical(targetobs,"alldata")){ttype = "alldata"}
if (ttype=="provided"){
target <- zmat[targetobs,]
xvect <- xmat[targetobs,]
}
if (ttype=="locfit"){
fit <- maketarget(nonpar, window=window, bandwidth=bandwidth, kern=kern, actualobs=TRUE, data=data)
target <- fit$target
xvect <- xmat[fit$obs,]
obs <- fit$obs
}
if (ttype=="alldata"){
target <- zmat
xvect <- xmat
obs <- seq(1,n)
}
target <- as.matrix(target)
nt = nrow(target)
if (distance=="Latlong"|distance=="L") {
tvect <- attr(terms(nonpar),"term.labels")
if (substr(tvect[1],1,2)=="la"|substr(tvect[1],1,2)=="La"|substr(tvect[1],1,2)=="LA") {
la <- 2*pi*zmat[,1]/360
la1 <- 2*pi*target[,1]/360
}
if (substr(tvect[2],1,2)=="la"|substr(tvect[2],1,2)=="La"|substr(tvect[2],1,2)=="LA") {
la <- 2*pi*zmat[,2]/360
la1 <- 2*pi*target[,2]/360
}
if (substr(tvect[1],1,2)=="lo"|substr(tvect[1],1,2)=="Lo"|substr(tvect[1],1,2)=="LO") {
lo <- 2*pi*zmat[,1]/360
lo1 <- 2*pi*target[,1]/360
}
if (substr(tvect[2],1,2)=="lo"|substr(tvect[2],1,2)=="Lo"|substr(tvect[2],1,2)=="LO") {
lo <- 2*pi*zmat[,2]/360
lo1 <- 2*pi*target[,2]/360
}
}
xcoef.target <- array(0,dim=c(nt,nk))
df1target <- array(0,dim=nt)
df2target <- array(0,dim=nt)
xcoef.target.se <- array(0,dim=c(nt,nk))
for (i in seq(1:nt)) {
if (distance!="Latlong"&distance!="L") {dist <- sqrt(mahalanobis(zmat, target[i,], vzmat)) }
if (distance=="Latlong"|distance=="L") {
dist <- pmin(sin(la)*sin(la1[i]) + cos(la)*cos(la1[i])*cos(lo1[i]-lo), 1)
dist <- acos(dist)*3958
}
if (window>0) {h = quantile(dist,window) }
if (bandwidth>0) {h = bandwidth}
samp <- dist<=h
if (kern=="gauss") {samp <- dist<=max(dist)}
xmat1 <- as.matrix(xmat[samp,])
k <- wgt(dist[samp]/h)
xmat2 <- k*xmat1
xx <- solve(crossprod(xmat1,xmat2))
xmat1 <- xx%*%t(xmat2)
xcoef.target[i,] <- xmat1%*%y[samp]
vmat <- tcrossprod(xmat1)
xmat1 <- xvect[i,]%*%xmat1
df2target[i] = sum(xmat1^2)
dist[samp] <- xmat1
dist[!samp] <- 0
df1target[i] = dist[obs[i]]
xcoef.target.se[i,] <- sqrt(diag(vmat))
}
xcoef <- array(0,dim=c(n,nk))
xcoef.se <- array(0,dim=c(n,nk))
if (alldata==FALSE) {
for (j in seq(1:nk)) {
xcoef[,j] <- smooth12(target,xcoef.target[,j],zmat)
xcoef.se[,j] <- smooth12(target,xcoef.target.se[,j],zmat)
}
infl <- smooth12(target,df1target,zmat)
df1 = sum(infl)
df2 <- sum(smooth12(target,df2target,zmat))
}
if (alldata==TRUE) {
xcoef <- xcoef.target
xcoef.se <- xcoef.target.se
infl <- df1target
df1 = sum(infl)
df2 = sum(df2target)
}
# yhat <- diag(tcrossprod(xmat,xcoef))
yhat <- xmat[,1]*xcoef[,1]
if (nk>1) {
for (j in seq(2,nk)) {
yhat <- yhat + xmat[,j]*xcoef[,j]
}
}
rss = sum((y-yhat)^2)
sig2 = rss/(n-2*df1 + df2)
cv = mean(((y-yhat)/(1-infl))^2)
gcv = n*rss/((n-df1)^2)
xcoef.target.se <- sqrt(sig2)*xcoef.target.se
xcoef.se <- sqrt(sig2)*xcoef.se
colnames(xcoef.target) <- xname
colnames(xcoef.target.se) <- xname
colnames(xcoef) <- xname
colnames(xcoef.se) <- xname
ytarget <- yhat[obs]
out <- list(target, ytarget, xcoef.target, xcoef.target.se, yhat, xcoef, xcoef.se, df1, df2, sig2, cv, gcv, infl)
names(out) <- c("target","ytarget","xcoef.target","xcoef.target.se","yhat","xcoef","xcoef.se","df1","df2","sig2","cv","gcv","infl")
return(out)
detach(data)
}
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