diff rDiff/src/locfit/Source/lfcons.h @ 0:0f80a5141704

version 0.3 uploaded

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/rDiff/src/locfit/Source/lfcons.h	Thu Feb 14 23:38:36 2013 -0500
@@ -0,0 +1,306 @@
+/*
+ *   Numeric values for constants used in locfit
+ */
+
+/*
+  MXDIM and MXDEG are maximum dimension and local polynomial
+  degree for Locfit. Note that some parts of the code may be
+  more restrictive.
+*/
+#define MXDIM 15
+#define MXDEG 7
+
+/*
+  floating point constants
+*/
+#ifndef PI
+#define PI    3.141592653589793238462643
+#endif
+#define S2PI  2.506628274631000502415765
+#define SQRT2 1.4142135623730950488
+#define LOGPI 1.144729885849400174143427
+#define GOLDEN 0.61803398874989484820
+#define HL2PI 0.91893853320467267 /* log(2pi)/2 */
+#define SQRPI 1.77245385090552    /* sqrt(pi)   */
+#define HUBERC 2.0
+
+/*
+  Criteria for adaptive local fitting  mi[MACRI]
+  1: localized CP;  2: ICI (katkovnik);  3: curvature model index
+  4: Increase bandwidth until locfit returns LF_OK
+*/
+#define ANONE 0
+#define ACP  1
+#define AKAT 2
+#define AMDI 3
+#define AOK  4
+
+/*
+  vector of double precision parameters.
+  0, 1, 2 are the three components of the smoothing parameter.
+  3 cut parameter for adaptive evaluation structures.
+  4-8 are likelihood, degrees of freedom and residual variance,
+  computed as part of the fit.
+  Stored as the lf.dp vector.
+*/
+#define DALP 0
+#define DFXH 1
+#define DADP 2
+#define DCUT 3
+#define DLK  4
+#define DT0  5
+#define DT1  6
+#define DRV  7
+#define DSWT 8
+#define DRSC 9
+#define LEND 10
+
+/*
+  Evaluation structures mi[MEV]
+  EFITP special for `interpolation' at fit points
+*/
+#define ENULL  0
+#define ETREE  1
+#define EPHULL 2
+#define EDATA  3
+#define EGRID  4
+#define EKDTR  5
+#define EKDCE  6
+#define ECROS  7
+#define EPRES  8
+#define EXBAR  9
+#define ENONE  10
+#define ESPHR  11
+#define EFITP  50
+#define ESPEC  100
+
+/*
+  integer parameters: sample size; dimension; number of local parameters etc.
+  stored as the lf.mi vector.
+*/
+#define MN     0
+#define MP     1
+#define MDEG0  2
+#define MDEG   3
+#define MDIM   4
+#define MACRI  5
+#define MKER   6
+#define MKT    7
+#define MIT    8
+#define MMINT  9
+#define MMXIT 10
+#define MREN  11
+#define MEV   12
+#define MTG   13
+#define MLINK 14
+#define MDC   15
+#define MK    16
+#define MDEB  17
+#define MGETH 18
+#define MPC   19
+#define MUBAS 20
+#define LENM  21
+
+/*
+  Link functions mi[MLINK].
+  Mostly as in table 4.1 of the book.
+  LDEFAU and LCANON are used to select default and canonical
+  links respectively. LINIT shouldn't be selected by user...
+*/
+#define LINIT  0
+#define LDEFAU 1
+#define LCANON 2
+#define LIDENT 3
+#define LLOG   4
+#define LLOGIT 5
+#define LINVER 6
+#define LSQRT  7
+#define LASIN  8
+
+/*
+  components of vector returned by the links() function
+  in family.c. ZLIK the likelihood; ZMEAN = estimated mean;
+  ZDLL = derivative of log-likelihood; ZDDLL = - second derivative
+*/
+#define LLEN  4
+#define ZLIK  0
+#define ZMEAN 1
+#define ZDLL  2
+#define ZDDLL 3
+
+/*
+  weight functions mi[MKER].
+  see Table 3.1 or the function W() in weights.c for definitions.
+*/
+#define WRECT 1
+#define WEPAN 2
+#define WBISQ 3
+#define WTCUB 4
+#define WTRWT 5
+#define WGAUS 6
+#define WTRIA 7
+#define WQUQU 8
+#define W6CUB 9
+#define WMINM 10
+#define WEXPL 11
+#define WMACL 12
+#define WPARM 13
+
+/*
+  type of multivariate weight function mi[MKT]
+  KSPH (spherical)  KPROD (product)
+  others shouldn't be used at present.
+*/
+#define KSPH   1
+#define KPROD  2
+#define KCE    3
+#define KLM    4
+#define KZEON  5
+
+#define STANGL 4
+#define STLEFT 5
+#define STRIGH 6
+#define STCPAR 7
+
+/*
+  Local likelihood family mi[MTG]
+  for quasi-likelihood, add 64.
+*/
+#define TNUL 0
+#define TDEN 1
+#define TRAT 2
+#define THAZ 3
+#define TGAUS 4
+#define TLOGT 5
+#define TPOIS 6
+#define TGAMM 7
+#define TGEOM 8
+#define TCIRC 9
+#define TROBT 10
+#define TRBIN 11
+#define TWEIB 12
+#define TCAUC 13
+#define TPROB 14
+
+/*
+  Integration type mi[MIT] for integration in
+  density estimation.
+*/
+#define INVLD 0
+#define IDEFA 1
+#define IMULT 2
+#define IPROD 3
+#define IMLIN 4
+#define IHAZD 5
+#define ISPHR 6
+#define IMONT 7
+
+/*
+  For prediction functions, what to predict?
+  PCOEF -- coefficients        PT0   -- influence function
+  PNLX  -- ||l(x)||            PBAND -- bandwidth h(x)
+  PDEGR -- local poly. degree  PLIK  -- max. local likelihood
+  PRDF  -- local res. d.f.     PVARI -- ||l(x)||^2
+*/
+#define PCOEF 1
+#define PT0   2
+#define PNLX  3
+#define PBAND 4
+#define PDEGR 5
+#define PLIK  6
+#define PRDF  7
+#define PVARI 8
+
+/*
+  Residual Types
+*/
+#define RDEV  1
+#define RPEAR 2
+#define RRAW  3
+#define RLDOT 4
+#define RDEV2 5
+#define RLDDT 6
+#define RFIT  7
+#define RMEAN 8
+
+/*
+  components of the colour vector
+*/
+#define CBAK 0
+#define CAXI 1
+#define CTEX 2
+#define CLIN 3
+#define CPOI 4
+#define CCON 5
+#define CCLA 6
+#define CSEG 7
+#define CPA1 8
+#define CPA2 9
+
+/*
+  variable types: double, int, char, argument list
+*/
+#define VDOUBLE 0
+#define VINT    1
+#define VCHAR   2
+#define VARGL   3
+#define VPREP   4
+#define VARC    5
+#define VVARI   6
+#define VXYZ    7
+
+/*
+  variable status
+*/
+#define STEMPTY   0
+#define STREGULAR 1
+#define STHIDDEN  3
+#define STPLOTVAR 4
+#define STSYSTEM  5
+#define STSYSPEC  6
+#define STREADFI  7
+
+/*
+  return status for the locfit() function
+*/
+#define LF_OK   0
+#define LF_DONE 1   /* done - forced break from iterations */
+#define LF_OOB  2   /* out of bounds, or large unstable parameter */
+#define LF_PF   3   /* perfect fit; interpolation; deviance=0 */
+#define LF_NCON 4   /* not converged */
+#define LF_NSLN 5   /* no solution - eg separation in binomial. */
+#define LF_NOPT 6   /* no or insufficient points with non-zero wt */
+#define LF_INFA 7   /* initial failure e.g. log(0) */
+#define LF_DEMP 10  /* density -- empty integration region */
+#define LF_XOOR 11  /* density -- fit point outside xlim region */
+#define LF_DNOP 12  /* density version of 6 */
+#define LF_FPROB 80
+#define LF_BADP 81  /* bad parameters e.g. neg prob for binomial */
+#define LF_LNK  82  /* invalid link */
+#define LF_FAM  83  /* invalid family */
+#define LF_ERR  99  /* error */
+
+/*
+ *  mi[MGETH] codes
+ *  scb(), pointwise codes are 71,...,75.
+ *         add 10 for simultaneous codes.
+ */
+#define GSTD 0
+#define GHAT 1
+#define GKAP 2
+#define GRBD 3
+#define GAMF 4
+#define GAMP 5
+#define GLSC 6
+#define GSMP 7
+#define GMIX 8
+#define GLM1 71
+#define GLM2 72
+#define GLM3 73
+#define GLM4 74
+#define GLDN 75
+
+/* bandwidth criteria */
+#define BGCV 1
+#define BCP  2
+#define BIND 3