X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?a=blobdiff_plain;ds=sidebyside;f=octave_packages%2Fdata-smoothing-1.3.0%2Frgdtsmcorewrap.m;fp=octave_packages%2Fdata-smoothing-1.3.0%2Frgdtsmcorewrap.m;h=3a79c66f2942c43f678482ed853fefcd44dd8b3a;hb=f5f7a74bd8a4900f0b797da6783be80e11a68d86;hp=0000000000000000000000000000000000000000;hpb=1705066eceaaea976f010f669ce8e972f3734b05;p=CreaPhase.git diff --git a/octave_packages/data-smoothing-1.3.0/rgdtsmcorewrap.m b/octave_packages/data-smoothing-1.3.0/rgdtsmcorewrap.m new file mode 100644 index 0000000..3a79c66 --- /dev/null +++ b/octave_packages/data-smoothing-1.3.0/rgdtsmcorewrap.m @@ -0,0 +1,71 @@ +## 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 3 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 . + +## -*- texinfo -*- +## @deftypefn {Function File} {@var{cve} =} rgdtsmcorewrap (@var{log10lambda}, @var{x}, @var{y}, @var{d}, @var{mincell}, @var{options}) +## @deftypefnx {Function File} {@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. +## @seealso{regdatasmooth} +## @end deftypefn + +function out = rgdtsmcorewrap (log10lambda, x, y, d, mincell, varargin) + + if (nargin < 5) + print_usage; + endif + + 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, out] = rgdtsmcore (x, y, d, lambda, varargin{:}); + endif + +endfunction