annotate rDiff/src/locfit/Source/lfcons.h @ 1:08d3a6143873

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author vipints
date Tue, 08 Oct 2013 06:54:25 -0400
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1 /*
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2 * Numeric values for constants used in locfit
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3 */
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4
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5 /*
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6 MXDIM and MXDEG are maximum dimension and local polynomial
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7 degree for Locfit. Note that some parts of the code may be
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8 more restrictive.
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9 */
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10 #define MXDIM 15
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11 #define MXDEG 7
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12
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13 /*
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14 floating point constants
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15 */
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16 #ifndef PI
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17 #define PI 3.141592653589793238462643
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18 #endif
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19 #define S2PI 2.506628274631000502415765
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20 #define SQRT2 1.4142135623730950488
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21 #define LOGPI 1.144729885849400174143427
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22 #define GOLDEN 0.61803398874989484820
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23 #define HL2PI 0.91893853320467267 /* log(2pi)/2 */
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24 #define SQRPI 1.77245385090552 /* sqrt(pi) */
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25 #define HUBERC 2.0
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26
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27 /*
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28 Criteria for adaptive local fitting mi[MACRI]
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29 1: localized CP; 2: ICI (katkovnik); 3: curvature model index
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30 4: Increase bandwidth until locfit returns LF_OK
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31 */
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32 #define ANONE 0
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33 #define ACP 1
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34 #define AKAT 2
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35 #define AMDI 3
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36 #define AOK 4
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37
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38 /*
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39 vector of double precision parameters.
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40 0, 1, 2 are the three components of the smoothing parameter.
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41 3 cut parameter for adaptive evaluation structures.
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42 4-8 are likelihood, degrees of freedom and residual variance,
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43 computed as part of the fit.
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44 Stored as the lf.dp vector.
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45 */
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46 #define DALP 0
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47 #define DFXH 1
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48 #define DADP 2
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49 #define DCUT 3
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50 #define DLK 4
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51 #define DT0 5
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52 #define DT1 6
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53 #define DRV 7
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54 #define DSWT 8
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55 #define DRSC 9
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56 #define LEND 10
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57
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58 /*
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59 Evaluation structures mi[MEV]
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60 EFITP special for `interpolation' at fit points
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61 */
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62 #define ENULL 0
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63 #define ETREE 1
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64 #define EPHULL 2
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65 #define EDATA 3
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66 #define EGRID 4
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67 #define EKDTR 5
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68 #define EKDCE 6
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69 #define ECROS 7
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70 #define EPRES 8
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71 #define EXBAR 9
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72 #define ENONE 10
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73 #define ESPHR 11
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74 #define EFITP 50
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75 #define ESPEC 100
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76
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77 /*
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78 integer parameters: sample size; dimension; number of local parameters etc.
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79 stored as the lf.mi vector.
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80 */
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81 #define MN 0
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82 #define MP 1
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83 #define MDEG0 2
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84 #define MDEG 3
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85 #define MDIM 4
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86 #define MACRI 5
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87 #define MKER 6
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88 #define MKT 7
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89 #define MIT 8
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90 #define MMINT 9
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91 #define MMXIT 10
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92 #define MREN 11
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93 #define MEV 12
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94 #define MTG 13
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95 #define MLINK 14
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96 #define MDC 15
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97 #define MK 16
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98 #define MDEB 17
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99 #define MGETH 18
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100 #define MPC 19
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101 #define MUBAS 20
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102 #define LENM 21
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103
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104 /*
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105 Link functions mi[MLINK].
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106 Mostly as in table 4.1 of the book.
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107 LDEFAU and LCANON are used to select default and canonical
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108 links respectively. LINIT shouldn't be selected by user...
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109 */
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110 #define LINIT 0
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111 #define LDEFAU 1
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112 #define LCANON 2
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113 #define LIDENT 3
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114 #define LLOG 4
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115 #define LLOGIT 5
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116 #define LINVER 6
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117 #define LSQRT 7
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118 #define LASIN 8
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119
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120 /*
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121 components of vector returned by the links() function
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122 in family.c. ZLIK the likelihood; ZMEAN = estimated mean;
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123 ZDLL = derivative of log-likelihood; ZDDLL = - second derivative
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124 */
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125 #define LLEN 4
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126 #define ZLIK 0
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127 #define ZMEAN 1
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128 #define ZDLL 2
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129 #define ZDDLL 3
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130
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131 /*
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132 weight functions mi[MKER].
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133 see Table 3.1 or the function W() in weights.c for definitions.
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134 */
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135 #define WRECT 1
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136 #define WEPAN 2
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137 #define WBISQ 3
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138 #define WTCUB 4
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139 #define WTRWT 5
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140 #define WGAUS 6
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141 #define WTRIA 7
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142 #define WQUQU 8
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143 #define W6CUB 9
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144 #define WMINM 10
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145 #define WEXPL 11
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146 #define WMACL 12
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147 #define WPARM 13
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148
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149 /*
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150 type of multivariate weight function mi[MKT]
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151 KSPH (spherical) KPROD (product)
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152 others shouldn't be used at present.
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153 */
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154 #define KSPH 1
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155 #define KPROD 2
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156 #define KCE 3
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157 #define KLM 4
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158 #define KZEON 5
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159
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160 #define STANGL 4
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161 #define STLEFT 5
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162 #define STRIGH 6
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163 #define STCPAR 7
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164
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165 /*
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166 Local likelihood family mi[MTG]
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167 for quasi-likelihood, add 64.
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168 */
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169 #define TNUL 0
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170 #define TDEN 1
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171 #define TRAT 2
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172 #define THAZ 3
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173 #define TGAUS 4
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174 #define TLOGT 5
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175 #define TPOIS 6
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176 #define TGAMM 7
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177 #define TGEOM 8
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178 #define TCIRC 9
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179 #define TROBT 10
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180 #define TRBIN 11
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181 #define TWEIB 12
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182 #define TCAUC 13
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183 #define TPROB 14
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184
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185 /*
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186 Integration type mi[MIT] for integration in
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187 density estimation.
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188 */
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189 #define INVLD 0
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190 #define IDEFA 1
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191 #define IMULT 2
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192 #define IPROD 3
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193 #define IMLIN 4
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194 #define IHAZD 5
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195 #define ISPHR 6
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196 #define IMONT 7
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197
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198 /*
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199 For prediction functions, what to predict?
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200 PCOEF -- coefficients PT0 -- influence function
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201 PNLX -- ||l(x)|| PBAND -- bandwidth h(x)
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202 PDEGR -- local poly. degree PLIK -- max. local likelihood
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203 PRDF -- local res. d.f. PVARI -- ||l(x)||^2
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204 */
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205 #define PCOEF 1
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206 #define PT0 2
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207 #define PNLX 3
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208 #define PBAND 4
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209 #define PDEGR 5
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210 #define PLIK 6
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211 #define PRDF 7
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212 #define PVARI 8
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213
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214 /*
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215 Residual Types
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216 */
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217 #define RDEV 1
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218 #define RPEAR 2
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219 #define RRAW 3
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220 #define RLDOT 4
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221 #define RDEV2 5
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222 #define RLDDT 6
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223 #define RFIT 7
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224 #define RMEAN 8
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225
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226 /*
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227 components of the colour vector
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228 */
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229 #define CBAK 0
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230 #define CAXI 1
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231 #define CTEX 2
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232 #define CLIN 3
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233 #define CPOI 4
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234 #define CCON 5
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235 #define CCLA 6
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236 #define CSEG 7
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237 #define CPA1 8
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238 #define CPA2 9
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239
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240 /*
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241 variable types: double, int, char, argument list
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242 */
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243 #define VDOUBLE 0
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244 #define VINT 1
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245 #define VCHAR 2
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246 #define VARGL 3
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247 #define VPREP 4
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248 #define VARC 5
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249 #define VVARI 6
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250 #define VXYZ 7
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251
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252 /*
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253 variable status
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254 */
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255 #define STEMPTY 0
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256 #define STREGULAR 1
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257 #define STHIDDEN 3
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258 #define STPLOTVAR 4
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259 #define STSYSTEM 5
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260 #define STSYSPEC 6
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261 #define STREADFI 7
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262
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263 /*
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264 return status for the locfit() function
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265 */
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266 #define LF_OK 0
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267 #define LF_DONE 1 /* done - forced break from iterations */
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268 #define LF_OOB 2 /* out of bounds, or large unstable parameter */
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269 #define LF_PF 3 /* perfect fit; interpolation; deviance=0 */
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270 #define LF_NCON 4 /* not converged */
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271 #define LF_NSLN 5 /* no solution - eg separation in binomial. */
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272 #define LF_NOPT 6 /* no or insufficient points with non-zero wt */
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273 #define LF_INFA 7 /* initial failure e.g. log(0) */
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274 #define LF_DEMP 10 /* density -- empty integration region */
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275 #define LF_XOOR 11 /* density -- fit point outside xlim region */
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276 #define LF_DNOP 12 /* density version of 6 */
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277 #define LF_FPROB 80
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278 #define LF_BADP 81 /* bad parameters e.g. neg prob for binomial */
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279 #define LF_LNK 82 /* invalid link */
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280 #define LF_FAM 83 /* invalid family */
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281 #define LF_ERR 99 /* error */
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282
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283 /*
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284 * mi[MGETH] codes
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285 * scb(), pointwise codes are 71,...,75.
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286 * add 10 for simultaneous codes.
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287 */
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288 #define GSTD 0
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289 #define GHAT 1
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290 #define GKAP 2
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291 #define GRBD 3
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292 #define GAMF 4
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293 #define GAMP 5
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294 #define GLSC 6
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295 #define GSMP 7
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296 #define GMIX 8
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297 #define GLM1 71
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298 #define GLM2 72
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299 #define GLM3 73
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300 #define GLM4 74
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301 #define GLDN 75
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302
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303 /* bandwidth criteria */
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304 #define BGCV 1
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305 #define BCP 2
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306 #define BIND 3