Add a useful package (from Source forge) for octave

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

diff --git a/octave_packages/econometrics-1.0.8/kernel_regression_nodes.m b/octave_packages/econometrics-1.0.8/kernel_regression_nodes.m
new file mode 100644 (file)
index 0000000..35bf3a5
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+++ b/octave_packages/econometrics-1.0.8/kernel_regression_nodes.m
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+# 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_regression_nodes: for internal use by kernel_regression - does calculations on nodes
+
+function z = kernel_regression_nodes(eval_points, data, do_cv, kernel, points_per_node, nslaves, debug)
+
+       if (nslaves > 0)
+               global NEWORLD
+               [info, myrank] = MPI_Comm_rank(NEWORLD);
+       else myrank = 0; # if not parallel then do all on master node
+       endif
+
+       if myrank == 0 # Do this if I'm master
+               startblock = nslaves*points_per_node + 1;
+               endblock = rows(eval_points);
+       else    # this is for the slaves
+               startblock = myrank*points_per_node - points_per_node + 1;
+               endblock = myrank*points_per_node;
+       endif
+
+       # the block of eval_points this node does
+       myeval = eval_points(startblock:endblock,:);
+       nn = rows(myeval);
+       n = rows(data);
+
+       y = data(:,1);
+       data = data(:,2:columns(data));
+       W = __kernel_weights(data, myeval, kernel);
+
+       # drop own weight for CV
+       if (do_cv) W = W - diag(diag(W)); endif
+
+       den = sum(W,2);
+       if !all(den)
+               warning("kernel_regression: some evaluation points have no neighbors - increase the bandwidth");
+               den = den + eps; # avoid divide by zero
+       endif
+
+       W = W ./ (repmat(den,1,n));
+       z = W*y;
+
+       if debug
+               printf("z on node %d: \n", myrank);
+               z'
+       endif
+endfunction
+
+