Description Usage Arguments Author(s) Examples
Multicore-aware function to fit a GW-GLM model using the LASSO for variable selection and Nearest Effective Neighbors for bandwidth selection.
1 | gwglmnet.nen.fit.parallel(x, y, coords, D, s, verbose, family, prior.weights, gweight, target, beta1, beta2, type = "pearson", tol = 1e-25, longlat = FALSE)
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x |
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y |
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coords |
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D |
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s |
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verbose |
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family |
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prior.weights |
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gweight |
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target |
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beta1 |
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beta2 |
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type |
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tol |
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longlat |
Wesley Brooks
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (x, y, coords, D, s, verbose, family, prior.weights,
gweight, target, beta1, beta2, type = "pearson", tol = 1e-25,
longlat = FALSE)
{
coords.unique = unique(coords)
n = dim(coords.unique)[1]
gwglmnet.object = foreach(i = 1:n, .packages = "glmnet",
.errorhandling = "remove") %dopar% {
colocated = which(coords[, 1] == coords.unique[i, 1] &
coords[, 2] == coords.unique[i, 2])
dist = D[i, ]
opt = optimize(gwglmnet.ssr, lower = beta1, upper = beta2,
maximum = FALSE, tol = target/1000, x = x, y = y,
colocated = colocated, s = s, gweight = gweight,
verbose = verbose, dist = dist, prior.weights = prior.weights,
family = family, target = target, type = type)
bandwidth = opt$minimum
cat(paste("For i=", i, ", bw=", bandwidth, ", tolerance=",
target/1000, ", miss=", sqrt(opt$objective), ".\n",
sep = ""))
loow = gweight(D[i, -colocated], bandwidth)
prior.loow = prior.weights[-colocated]
w <- prior.loow * loow
reps = length(colocated)
if (sum(loow) == 0) {
return(list(cv.error = Inf))
}
xx = as.matrix(x[-colocated, ])
yy = as.matrix(y[-colocated])
if (family == "binomial" && (abs(sum(yy * w) - sum(w)) <
1e-04 || sum(yy * w) < 1e-04)) {
cat(paste("Abort. i=", i, ", weighted sum=", sum(yy *
w), ", sum of weights=", sum(w), "\n", sep = ""))
model = NULL
cv.error = 0
s.optimal = max(s)
}
else if (family == "binomial") {
model = glmnet(x = xx, y = cbind(1 - yy, yy), weights = w,
family = family, lambda = s)
predictions = predict(model, newx = matrix(x[colocated,
], nrow = reps, ncol = dim(xx)[2]), s = s, type = "response")
cv.error = colSums(abs(matrix(predictions - matrix(y[colocated],
nrow = reps, ncol = length(s)), nrow = reps,
ncol = length(s))))
s.optimal = s[which.min(cv.error)]
}
else {
model = glmnet(x = xx, y = yy, weights = w, family = family,
lambda = s)
ll = model$lambda
predictions = predict(model, newx = matrix(x[colocated,
], nrow = reps, ncol = dim(xx)[2]), s = ll, type = "response")
cv.error = colSums(abs(matrix(predictions - matrix(y[colocated],
nrow = reps, ncol = length(ll)), nrow = reps,
ncol = length(ll))))
s.optimal = ll[which.min(cv.error)]
}
if (verbose) {
cat(paste(i, "\n", sep = ""))
}
list(model = model, cv.error = cv.error, s = s.optimal,
index = i)
}
print("returning from gwglmnet.nen.fit.parallel")
class(gwglmnet.object) = "gwglmnet.object"
return(gwglmnet.object)
}
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