X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Feconometrics-1.0.8%2Fkernel_regression_nodes.m;fp=octave_packages%2Feconometrics-1.0.8%2Fkernel_regression_nodes.m;h=35bf3a5f6a7af9f7943f3f6bcb9d2af4bafca7a6;hp=0000000000000000000000000000000000000000;hb=c880e8788dfc484bf23ce13fa2787f2c6bca4863;hpb=1705066eceaaea976f010f669ce8e972f3734b05

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
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+++ b/octave_packages/econometrics-1.0.8/kernel_regression_nodes.m
@@ -0,0 +1,62 @@
+# 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
+
+