R/gwl.est.r

Defines functions gwl.est

Documented in gwl.est

gwl.est <-
function(form, locs, data, kernel="exp", cv.tol){   # User-called function
   # Parse variables in formula to pass to function
   lhs <- as.character(form)[2]
   rhs <- as.character(form)[3]
   rhs.v <- strsplit(rhs, " + ", fixed=TRUE)   # Returns a list with 1 first element, unknown 2 elements
   n.l <- length(rhs.v[[1]])   # get number of x variables

   # Create y vector and design matrix
   db <- data
   y <- db[,lhs]
   N <- dim(db)[1]
   X <- rep(1,N)   # Assume an intercept
   for(i in 1:n.l) X <- cbind(X, db[,rhs.v[[1]][i]])

   # Calculate pairwise distances
   library(fields)   
   S <- rdist(locs)   # Assume Euclidean distance is appropriate for now

   rmspe <- NA   # set RMSPE for CV
   library(lars)
      
   # Always estimate bandwidth and lasso solution
   band.ub <- ceiling(max(S))
   band.lb <- min(S) + 0.01 * band.ub   # Add a small amount to min(S) to have non-zero value; ad hoc
   if(missing(cv.tol)){
      lm1 <- lm(form, data=db)
      lm.rmse <- gwr.rmse(y, lm1$fitted.values)
      cv.tol <- lm.rmse * 0.05    # Set CV tolerance as small % of RMSE from linear model; ad hoc
   }  
   g.bw <- gwl.bw.cv(band.lb, band.ub, cv.tol, X, y, S, kernel)
   bw <- g.bw$phi
   sol <- g.bw$sol
   frac <- g.bw$frac
   bool <- g.bw$bool
   rmspe <- g.bw$RMSPE

   # Call estimation functions
   g.beta <- gwl.beta(bw, sol, frac, bool, X, y, S, N, kernel)
   g.yhat <- gwr.yhat(g.beta, X)
   g.rmse <- gwr.rmse(y, g.yhat)
   g.rsquare <- gwr.rsquare(y, g.yhat)
   
   # Return estimates
   params <- list(bw, rmspe, g.beta, g.yhat, g.rmse, g.rsquare)
   names(params) <- c("phi", "RMSPE", "beta", "yhat", "RMSE", "rsquare")
   params
}

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gwrr documentation built on May 2, 2019, 7:07 a.m.