# inst/ratfor/backfit.r In gam: Generalized Additive Models

```subroutine bakfit(x,npetc,y,w,which,spar,dof,match,nef,
etal,s,eta,beta,var,tol,
qr,qraux,qpivot,effect,work)
#integer npetc(7)
#1:n
#2:p
#3:q
#4:ifvar
#5:nit
#6:maxit
#7:qrank
#subroutine bakfit(x,n,p,y,w,q,which,spar,dof,match,nef,
#			etal,s,eta,beta,var,ifvar,tol,nit,maxit,
#			qr,qraux,qrank,qpivot,work)
#This subroutine fits an additive spline fit to y
#All arguments are either double precision or integer
# bakfit uses the modified backfitting algorithm described in Buja, Hastie
# and Tibshirani, Annals of Statistics, 1989. It calls splsm, and some
# linpack based routines
# This was written by Trevor Hastie in 1990
# It has been modified from the S3 version by Trevor Hastie
# in March 2005, to accommodate the modified sbart routine in R
# Note that spar has changed, and we change it here to conform with
# the smooth.spline routine in R
#INPUT
#
#x	double dim  n by p ; x variables, includes constant
#n	integer number of rows in x
#p	integer number of columns of x
#y	double length n	; y variable for smoothing
#w	double length n ; prior weights for smoothing, > 0
#q	integer number of nonlinear terms
#which 	integer length q indices of columns of x for nonlinear fits
#spar	double length q spars for smoothing; see below
#dof	double length q dof for/from smoothing; see below
#match 	integer n by q  matrix of match'es; see below
#nef	integer q vector of nef's; see below
#s	double n by q nonlinear part of the smooth functions
#		used as starting values. the linear part is
#		irrelevant
#ifvar	logical should the variance information be computed
#tol	double tolerance for backfitting convergence; 0.0005 is good
#maxit	integer maximum number of iterations; 15 is good
#qr	double n by p weighted qr decomposition of x
#qraux 	double p belongs with qr
#qrank	integer rank of x ; if qrank=0, then bakfit computes qr and qraux
#qpivot	integer p the columns of qr are rearranged according to pivot
#effec  double n effect vector
#work	double
#	Let nk=max(nef)+2, then
# 	work should be (10+2*4)*nk+5*nef+5*n+15 +q double
#BELOW
#the following comments come from documentation for splsm
#	they apply to each element of spar,dof match etc
#spar	double smoothing parameter -1.5 <spar<1.5; default is 1
#dof	double  equivalent degrees of freedom
#		if dof is 0, spar is used
#               if 0< dof <1, dof = 1
#		if dof >=1, dof is used
#		note: dof does not use the constant term
#match 	integer length n -- in S language x[i] == sort(unique(x)[match[i]]
#		match is produced by subroutine namat
#nef	number of unique elements in x; so match has values between 1 and nef+1
#		missing data are given the match number nef+1
#work	double workspace of length (10+2*4)*(nef+2)+5*nef+n+15
#
#OUTPUT
#
#x,y,w,n,p,which,q,maxit,match,nef  are untouched
#spar	for each element of spar:
# 	if spar was 0 and dof was 0, then spar is that spar
#			that minimized gcv
#	if spar was 0 and dof > 0, then spar is that which achieves dof
#dof	the dof of the fitted smooth. Note: even if dof was given
#		as 4, it will be returned as say 3.995 which is what
#		spar produces
#etal	double length n linear component of the fit
#s	double n by q nonlinear part of the smooth functions
#eta	double length n fitted values
#beta	double length p linear coefficients
#       So, the centered fitted functions are:
#			 b(j)*(x(i,j)-mean(x(.,j)) +s(i,j)
#		where j is an element of which
#var	double n by q
#	if ifvar was .true.
#		the unscaled variance elements for the NONLINEAR
#		and UNIQUE part of s, in the order of sort(unique(x))
#		var is lev(i)/w(i) -h(i)/w where h(i) is the hat element from
#		the simple weighted least squares fit. This is  used in gamcov
#
#nit	number of iterations used
#qr etc the qr is returned

implicit double precision(a-h,o-z)
logical ifvar
integer npetc(7),iter
integer n,p,q,which(*),match(*),nef(*),nit,maxit,qrank,qpivot(*)
double precision x(*),y(*),w(*),spar(*),dof(*),
etal(*),s(*),eta(*),beta(*),var(*),tol,
qr(*),qraux(*),effect(*),work(*)
n=npetc(1)
p=npetc(2)
q=npetc(3)
ifvar=.false.
if(npetc(4)==1)ifvar=.true.
maxit=npetc(6)
qrank=npetc(7)
do i=1,q{work(i)=dof(i)}
call backf1(x,n,p,y,w,q,which,spar,dof,match,nef,
etal,s,eta,beta,var,ifvar,tol,nit,maxit,
qr,qraux,qrank,qpivot,effect,work(q+1),work(q+n+1),
work(q+2*n+1),work(q+3*n+1),work(q+4*n+1))
npetc(7)=qrank
return
end

subroutine backf1(x,n,p,y,w,q,which,spar,dof,match,nef,
etal,s,eta,beta,var,ifvar,tol,nit,maxit,
qr,qraux,qrank,qpivot,effect,z,old,sqwt,sqwti,work)
implicit double precision(a-h,o-z)
logical ifvar
integer n,p,q,which(q),match(n,q),nef(q),nit,maxit,qrank,qpivot(p)
double precision x(n,p),y(n),w(n),spar(q),dof(q),
etal(n),s(n,q),eta(n),beta(p),var(n,q),tol,
qr(n,p),qraux(p),effect(n),work(*)
double precision sqwt(n),sqwti(n)
logical anyzwt
double precision deltaf, normf,onedm7
integer job,info
onedm7=1d-7
job=1101;info=1
if(q==0)maxit=1
ratio=1d0
# fix up sqy's for weighted problems.
anyzwt=.false.
do i=1,n{
if(w(i)>0d0){
sqwt(i)=dsqrt(w(i))
sqwti(i)=1d0/sqwt(i)
}
else{
sqwt(i)=0d0
sqwti(i)=0d0
anyzwt=.true.
}
}
# if qrank > 0 then qr etc contain the qr decomposition
# else bakfit computes it.
if(qrank==0){
do i=1,n{
do j=1,p{
qr(i,j)=x(i,j)*sqwt(i)
}
}
do j=1,p{qpivot(j)=j}
call dqrdca(qr,n,n,p,qraux,qpivot,work,qrank,onedm7)
}
do i=1,n{
eta(i)=0d0
for(j=1;j<=q;j=j+1){
eta(i)=eta(i)+s(i,j)
}
}
nit=0
while ((ratio > tol )&(nit < maxit)){
# first the linear fit
deltaf=0d0
nit=nit+1
do i=1,n{
z(i)=(y(i)-eta(i))*sqwt(i)
old(i)=etal(i)
}
#	call dqrsl1(qr,dq,qraux,qrank,sqz,one,work(1),etal,two,three)
#job=1101 -- computes fits, effects and beta
call dqrsl(qr,n,n,qrank,qraux,z,work(1),effect(1),beta,
work(1),etal,job,info)

# now unsqrt the fits
#Note: we dont have to fix up the zero weights till the end, since their fits
#are always immaterial to the computation
do i=1,n{
etal(i)=etal(i)*sqwti(i)
}
# now a single non-linear backfitting loop
for(k=1;k<=q;k=k+1){
j=which(k)
do i=1,n{
old(i)=s(i,k)
z(i)=y(i)-etal(i)-eta(i)+old(i)
}
# this uses spar to set smoothing after iteration 1
if(nit>1){dof(k)=0d0}
call splsm(x(1,j),z,w,n,match(1,k),nef(k),spar(k),
dof(k),s(1,k),s0,var(1,k),ifvar,work)
do i=1,n{
eta(i)=eta(i)+s(i,k)-old(i)
etal(i)=etal(i)+s0
}
}
normf=0d0
do i=1,n{
normf=normf+w(i)*eta(i)*eta(i)
}
if(normf>0d0){
ratio=dsqrt(deltaf/normf)
}
else {ratio = 0d0}
#         call DBLEPR("ratio",-1,ratio,1)
}
#now package up the results
do j=1,p {work(j)=beta(j)}
do j=1,p {beta(qpivot(j))=work(j)}
if(anyzwt){
do i=1,n {
if(w(i) <= 0d0){
etal(i)=0d0
do j=1,p{
etal(i)=etal(i)+beta(j)*x(i,j)
}
}
}
}

do i=1,n
eta(i)=eta(i)+etal(i)

do j=1,q {
call unpck(n,nef(j),match(1,j),var(1,j),old)
do i=1,n {var(i,j)=old(i)}
}

return
end
```

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gam documentation built on July 4, 2022, 5:06 p.m.