Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / econometrics-1.0.8 / __kernel_weights.m

diff --git a/octave_packages/econometrics-1.0.8/__kernel_weights.m b/octave_packages/econometrics-1.0.8/__kernel_weights.m
new file mode 100644 (file)
index 0000000..95c42ed
--- /dev/null
+++ b/octave_packages/econometrics-1.0.8/__kernel_weights.m
@@ -0,0 +1,32 @@
+# Copyright (C) 2006, 2007  Michael Creel <michael.creel@uab.es>
+# under the terms of the GNU General Public License.
+#
+# 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/>.
+
+# __kernel_weights: for internal use by kernel_regression and kernel_density. There
+# is also a faster .oct file version that should be be found automatically.
+
+
+function W = __kernel_weights(data, evalpoints, kernel)
+
+       # calculate distances
+       nn = rows(evalpoints);
+       n = rows(data);
+       W = zeros(nn,n);
+       for i = 1:nn
+               zz = data - repmat(evalpoints(i,:), n, 1);
+               zz = feval(kernel, zz);
+               W(i,:) = zz';
+       endfor
+endfunction