assign("graph.rbf",
function (formula, data, eta.opt, rho.opt, n.neigh, func, np,
x0 = c(0.5, 0.5), eta.dmax, rho.dmax, P.T = NULL, iter, ...)
{
if (!is.logical(P.T) & !is.null(P.T))
stop(paste("P.T must be logical or null"))
if (!is.logical(eta.opt))
stop(paste("eta.opt must be logical"))
if (!is.logical(rho.opt))
stop(paste("rho.opt must be logical"))
if (eta.opt == TRUE & rho.opt == FALSE) {
Opt <- optimize(rbf.cv, c(1e-25, eta.dmax), formula = formula,
data = data, rho = 0, n.neigh = n.neigh, func = func,
...)
Datos <- as.data.frame(matrix(NA, nrow = length(seq(1e-25,
eta.dmax, length.out = np)), ncol = 2))
eta <- seq(1e-25, eta.dmax, length.out = np)
colnames(Datos) <- c("P", "RMSPE")
pb <- txtProgressBar(min = 0, max = np, char = "=", style = 3)
for (i in 1:np) {
Datos[i, 1] <- eta[i]
Datos[i, 2] <- rbf.cv(formula, data, eta[i], rho = 0,
n.neigh, func)
setTxtProgressBar(pb, i)
}
close(pb)
Table0 <- rbind(Datos, c(Opt$minimum, Opt$objective))
orden <- order(Table0$P)
Table <- Table0[orden, ]
plot(Table, lty = 3, ylab = "RMSPE", col = 3, xlab = "ETA",
type = "l")
Optim <- Table[which.min(Table[, 2]), ]
ifelse(P.T == TRUE, list(print(Table), cat("Optimal eta RBF: ",
func, "\n", "ETA = ", Optim$P, "\n", "RMSPE = ",
Optim$RMSPE, "\n")), list(cat("Optimal eta RBF: ",
func, "\n", "ETA = ", Optim$P, "\n", "RMSPE = ",
Optim$RMSPE, "\n")))
}
if (rho.opt == TRUE & eta.opt == FALSE) {
Opt <- optimize(rbf.cv, c(1e-25, rho.dmax), formula = formula,
data = data, eta = 1e-25, n.neigh = n.neigh, func = func,
...)
Datos <- as.data.frame(matrix(NA, nrow = length(seq(1e-25,
rho.dmax, length.out = np)), ncol = 2))
rho <- seq(1e-25, rho.dmax, length.out = np)
colnames(Datos) <- c("P", "RMSPE")
pb <- txtProgressBar(min = 0, max = np, char = "=", style = 3)
for (i in 1:np) {
Datos[i, 1] <- rho[i]
Datos[i, 2] <- rbf.cv(formula, data, eta = 0, rho[i],
n.neigh, func)
setTxtProgressBar(pb, i)
}
close(pb)
Table0 <- rbind(Datos, c(Opt$minimum, Opt$objective))
orden <- order(Table0$P)
Table <- Table0[orden, ]
plot(Table, lty = 3, ylab = "RMSPE", col = 3, xlab = "RHO",
type = "l")
Optim <- Table[which.min(Table[, 2]), ]
ifelse(P.T == TRUE, list(print(Table), cat("Optimal eta RBF: ",
func, "\n", "RHO = ", Optim$P, "\n", "RMSPE = ",
Optim$RMSPE, "\n")), list(cat("Optimal eta RBF: ",
func, "\n", "RHO = ", Optim$P, "\n", "RMSPE = ",
Optim$RMSPE, "\n")))
}
if (eta.opt == FALSE & rho.opt == FALSE) {
eta <- seq(1e-25, eta.dmax, length.out = np)
rho <- seq(1e-25, rho.dmax, length.out = np)
grid.opt <- expand.grid(eta = eta, rho = rho)
grid.rmspe <- as.data.frame(matrix(NA, nrow = nrow(grid.opt),
ncol = 3))
colnames(grid.rmspe) <- c("eta", "rho", "rmspe")
pb <- txtProgressBar(min = 0, max = nrow(grid.opt), char = "=",
style = 3)
for (i in 1:nrow(grid.opt)) {
grid.rmspe[i, 3] <- rbf.cv(formula, data, eta = grid.opt[i,
1], rho = grid.opt[i, 2], n.neigh, func)
grid.rmspe[, 1:2] <- grid.opt
grid.rmspe
setTxtProgressBar(pb, i)
}
close(pb)
coordinates(grid.rmspe) = c("eta", "rho")
opt.table <- data.frame(coordinates(grid.rmspe), grid.rmspe@data)[which.min(data.frame(coordinates(grid.rmspe),
grid.rmspe@data)[, 3]), ]
gridded(grid.rmspe) <- TRUE
p <- spplot(grid.rmspe, "rmspe", col.regions = heat.colors(100),
cuts = 60, cex.main = 0.2, scales = list(draw = TRUE),
xlab = expression(eta), ylab = expression(rho), key.space = list(space = "right",
cex = 0.6))
list(opt.table = opt.table, spplot = p)
}
else if (eta.opt == TRUE & rho.opt == TRUE) {
Opt <- bobyqa(x0, rbf.cv1, lower = c(1e-25, 0), upper = c(eta.dmax,
rho.dmax), formula = formula, data = data, n.neigh = n.neigh,
func = func, control = list(maxfun = iter), ...)
cat("Optimal eta RBF: ", func, "\n", "ETA = ", Opt$par[1],
"RHO = ", Opt$par[2], "\n", "RMSPE = ", Opt$fval,
"\n")
list(Opt = Opt)
}
}
)
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