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## Copyright (C) 2008 Jonathan Stickel
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2 of the License, or
## (at your option) any later version.
##
## This program is distributed in the hope that it will be useful,
## but WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
## GNU General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with this program; If not, see <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
## @deftypefn {Function File} {@var{cve}|@var{stdevdif} =} rgdtsmcorewrap (@var{log10lambda}, @var{x}, @var{y}, @var{d}, @var{mincell}, @var{options})
##
## Wrapper function for rgdtsmcore in order to minimize over
## @var{lambda} w.r.t. cross-validation error OR the squared difference
## between the standard deviation of (@var{y}-@var{yhat}) and the given
## standard deviation. This function is called from regdatasmooth.
## @end deftypefn
function out = rgdtsmcorewrap (log10lambda, x, y, d, mincell, varargin)
lambda = 10^(log10lambda);
if ( length(mincell)==2 ) # using stdev to find optimal lambda
stdev = mincell{2};
yhat = rgdtsmcore (x, y, d, lambda, varargin{:});
xhatprov = 0;
relative = 0;
for i = 1:length(varargin)
if strcmp(varargin{i},"relative")
relative = 1;
elseif strcmp(varargin{i},"xhat")
xhatprov = 1;
xhat = varargin{i+1};
endif
endfor
if (xhatprov)
idx = interp1(xhat,1:length(xhat),x,"nearest");
if relative
stdevd = std((y-yhat(idx))./y);
else
stdevd = std(y-yhat(idx));
endif
else
if (relative)
stdevd = std((y-yhat)./y);
else
stdevd = std(y-yhat);
endif
endif
out = (stdevd - stdev)^2;
else # use gcv to find optimal lambda
[yhat, cve] = rgdtsmcore (x, y, d, lambda, varargin{:});
out = cve;
endif
endfunction
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