Nothing
kerndwd = function(x, y, kern, lambda, qval=1, wt=NULL, eps=1e-05, maxit=1e+05) {
####################################################################
## data setup
this.call = match.call()
if (length(levels(factor(y))) == 2)
y = c(-1, 1)[as.factor(drop(y))]
# x is required to be a matrix with more than more column
x = as.matrix(x)
if (!all(y %in% c(-1, 1)))
stop("y should be a factor with two levels.")
nobs = as.integer(NROW(x))
np = as.integer(NCOL(x))
if (length(y) != nobs)
stop("x and y have different number of observations.")
if (missing(kern)) {
kern = rbfdot(sigma=sigest(x))
cat("'kern' is missing: Gaussian kernel is used.\n")
}
####################################################################
# qval = as.double(qval)
maxit = as.integer(maxit)
eps = as.double(eps)
gam = as.double(1e-7) # a tiny value to avoid matrix sigularity
####################################################################
## lambda setup
if (missing(lambda)) {
if (nobs <= 1e4)
lambda = 10 ^ seq(3, -3, len=100) else
lambda = 10 ^ seq(0, -7, len=100)
ulam = lambda
} else {
ulam = as.double(sort(lambda, decreasing=TRUE))
}
nlam = as.integer(length(lambda))
fit = dwdpath(x, y, nobs, np, kern, qval, ulam, nlam, wt, eps, maxit, gam)
fit.call = this.call
class(fit) = c(class(fit), "kerndwd")
fit
}
dwdpath = function(x, y, nobs, np, kern, qval, ulam, nlam, wt, eps, maxit, gam) {
####################################################################
## check index
if (qval <= 0) {
warning("The parameter 'qval' must be positive; set to 1.")
qval = 1
}
####################################################################
if (missing(wt) || is.null(wt)) {
if (class(kern)[[1]] == "vanillakernel" && nobs >= np) {
## linear DWD
fit = .Fortran("ldwd", qval, as.double(x),
nobs, np, as.double(y), nlam, ulam, eps, maxit, gam,
anlam=integer(1), npass=integer(nlam), jerr=integer(1),
btmat=double((np + 1) * nlam), PACKAGE="kerndwd")
anlam = fit$anlam
alpha = matrix(fit$btmat[seq((np + 1) * anlam)], np + 1, anlam)
} else {
## kernel DWD
Kmat = kernelMatrix(kern, x)
fit = .Fortran("kdwd", qval, as.double(Kmat),
nobs, as.double(y), nlam, ulam, eps, maxit, gam,
anlam=integer(1), npass=integer(nlam), jerr=integer(1),
alpmat=double((nobs + 1) * nlam), PACKAGE="kerndwd")
anlam = fit$anlam
alpha = matrix(fit$alpmat[seq((nobs + 1) * anlam)], nobs + 1, anlam)
}
} else {
if (length(wt) != nobs)
stop("The length of the weight vector is not n.")
if (any(wt < 0))
stop("The weights must be nonnegative.")
if (class(kern)[[1]] == "vanillakernel" && nobs > np) {
## weighted linear DWD
fit = .Fortran("wldwd", qval, as.double(x), as.double(wt),
nobs, np, as.double(y), nlam, ulam, eps, maxit, gam,
anlam=integer(1), npass=integer(nlam), jerr=integer(1),
btmat=double((np + 1) * nlam), PACKAGE="kerndwd")
anlam = fit$anlam
alpha = matrix(fit$btmat[seq((np + 1) * anlam)], np + 1, anlam)
} else {
## weighted kernel DWD
Kmat = kernelMatrix(kern, x)
fit = .Fortran("wkdwd", qval, as.double(Kmat), as.double(wt),
nobs, as.double(y), nlam, ulam, eps, maxit, gam,
anlam=integer(1), npass=integer(nlam), jerr=integer(1),
alpmat=double((nobs + 1) * nlam), PACKAGE="kerndwd")
anlam = fit$anlam
alpha = matrix(fit$alpmat[seq((nobs + 1) * anlam)], nobs + 1, anlam)
}
}
####################################################################
## wrap up output
info = list(qval = qval, eps = eps, maxit = signif(maxit),
kern = capture.output(show(kern)))
if (!missing(wt)) info = c(info, wt=list(wt))
outlist = list(alpha = alpha, lambda = ulam[seq(anlam)],
npass = fit$npass, jerr = fit$jerr, info = info)
class(outlist) = c("dwdpath")
outlist
}
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