1 /* 2 * Copyright (c) 1998 Lucent Technologies. 3 * See README file for details. 4 */ 5 6 /* 7 Numeric values for constants used in locfit 8 */ 9 10 /* 11 MXDIM and MXDEG are maximum dimension and local polynomial 12 degree for Locfit. Note that some parts of the code may be 13 more restrictive. 14 */ 15 #define MXDIM 15 16 #define MXDEG 7 17 18 /* 19 floating point constants 20 */ 21 #ifndef PI 22 #define PI 3.141592653589793238462643 23 #endif 24 #define S2PI 2.506628274631000502415765 25 #define SQRT2 1.4142135623730950488 26 #define SQRPI 1.77245385090552 27 #define LOGPI 1.144729885849400174143427 28 #define GOLDEN 0.61803398874989484820 29 #define HL2PI 0.91893853320467267 /* log(2pi)/2 */ 30 #define SQRPI 1.77245385090552 /* sqrt(pi) */ 31 32 /* 33 Criteria for adaptive local fitting mi[MACRI] 34 1: localized CP; 2: ICI (katkovnik); 3: curvature model index 35 4: Increase bandwidth until locfit returns LF_OK 36 */ 37 #define ANONE 0 38 #define ACP 1 39 #define AKAT 2 40 #define AMDI 3 41 #define AOK 4 42 43 /* 44 vector of double precision parameters. 45 0, 1, 2 are the three components of the smoothing parameter. 46 3 cut parameter for adaptive evaluation structures. 47 4-8 are likelihood, degrees of freedom and residual variance, 48 computed as part of the fit. 49 Stored as the lf.dp vector. 50 */ 51 #define DALP 0 52 #define DFXH 1 53 #define DADP 2 54 #define DCUT 3 55 #define DLK 4 56 #define DT0 5 57 #define DT1 6 58 #define DRV 7 59 #define DSWT 8 60 #define DRSC 9 61 #define LEND 10 62 63 /* 64 Evaluation structures mi[MEV] 65 EFITP special for `interpolation' at fit points 66 */ 67 #define ENULL 0 68 #define ETREE 1 69 #define EPHULL 2 70 #define EDATA 3 71 #define EGRID 4 72 #define EKDTR 5 73 #define EKDCE 6 74 #define ECROS 7 75 #define EPRES 8 76 #define EXBAR 9 77 #define ENONE 10 78 #define EFITP 50 79 80 /* 81 integer parameters: sample size; dimension; number of local parameters etc. 82 stored as the lf.mi vector. 83 */ 84 #define MN 0 85 #define MP 1 86 #define MDEG0 2 87 #define MDEG 3 88 #define MDIM 4 89 #define MACRI 5 90 #define MKER 6 91 #define MKT 7 92 #define MIT 8 93 #define MMINT 9 94 #define MMXIT 10 95 #define MREN 11 96 #define MEV 12 97 #define MTG 13 98 #define MLINK 14 99 #define MDC 15 100 #define MK 16 101 #define MDEB 17 102 #define MGETH 18 103 #define MPC 19 104 #define MUBAS 20 105 #define LENM 21 106 107 /* 108 Link functions mi[MLINK]. 109 Mostly as in table 4.1 of the book. 110 LDEFAU and LCANON are used to select default and canonical 111 links respectively. LINIT shouldn't be selected by user... 112 */ 113 #define LINIT 0 114 #define LDEFAU 1 115 #define LCANON 2 116 #define LIDENT 3 117 #define LLOG 4 118 #define LLOGIT 5 119 #define LINVER 6 120 #define LSQRT 7 121 #define LASIN 8 122 123 /* 124 components of vector returned by the links() function 125 in family.c. ZLIK the likelihood; ZMEAN = estimated mean; 126 ZDLL = derivative of log-likelihood; ZDDLL = - second derivative 127 */ 128 #define LLEN 4 129 #define ZLIK 0 130 #define ZMEAN 1 131 #define ZDLL 2 132 #define ZDDLL 3 133 134 /* 135 weight functions mi[MKER]. 136 see Table 3.1 or the function W() in weights.c for definitions. 137 */ 138 #define WRECT 1 139 #define WEPAN 2 140 #define WBISQ 3 141 #define WTCUB 4 142 #define WTRWT 5 143 #define WGAUS 6 144 #define WTRIA 7 145 #define WQUQU 8 146 #define W6CUB 9 147 #define WMINM 10 148 #define WEXPL 11 149 #define WMACL 12 150 #define WPARM 13 151 152 /* 153 type of multivariate weight function mi[MKT] 154 KSPH (spherical) KPROD (product) 155 others shouldn't be used at present. 156 */ 157 #define KSPH 1 158 #define KPROD 2 159 #define KCE 3 160 #define KLM 4 161 162 #define STANGL 4 163 #define STLEFT 5 164 #define STRIGH 6 165 #define STCPAR 7 166 167 /* 168 Local likelihood family mi[MTG] 169 for quasi-likelihood, add 64. 170 */ 171 #define TNUL 0 172 #define TDEN 1 173 #define TRAT 2 174 #define THAZ 3 175 #define TGAUS 4 176 #define TLOGT 5 177 #define TPOIS 6 178 #define TGAMM 7 179 #define TGEOM 8 180 #define TCIRC 9 181 #define TROBT 10 182 #define TRBIN 11 183 #define TWEIB 12 184 #define TCAUC 13 185 #define TPROB 14 186 187 /* 188 Integration type mi[MIT] for integration in 189 density estimation. 190 */ 191 #define INVLD 0 192 #define IDEFA 1 193 #define IMULT 2 194 #define IPROD 3 195 #define IMLIN 4 196 #define IHAZD 5 197 #define IMONT 7 198 199 /* 200 For prediction functions, what to predict? 201 PCOEF -- coefficients PT0 -- influence function 202 PNLX -- ||l(x)|| PBAND -- bandwidth h(x) 203 PDEGR -- local poly. degree PLIK -- max. local likelihood 204 PRDF -- local res. d.f. PVARI -- ||l(x)||^2 205 */ 206 #define PCOEF 1 207 #define PT0 2 208 #define PNLX 3 209 #define PBAND 4 210 #define PDEGR 5 211 #define PLIK 6 212 #define PRDF 7 213 #define PVARI 8 214 215 /* 216 Residual Types 217 */ 218 #define RDEV 1 219 #define RPEAR 2 220 #define RRAW 3 221 #define RLDOT 4 222 #define RDEV2 5 223 #define RLDDT 6 224 #define RFIT 7 225 #define RMEAN 8 226 227 /* 228 components of the colour vector 229 */ 230 #define CBAK 0 231 #define CAXI 1 232 #define CTEX 2 233 #define CLIN 3 234 #define CPOI 4 235 #define CCON 5 236 #define CCLA 6 237 #define CSEG 7 238 #define CPA1 8 239 #define CPA2 9 240 241 /* 242 variable types: double, INT, char, argument list 243 */ 244 #define VDOUBLE 0 245 #define VINT 1 246 #define VCHAR 2 247 #define VARGL 3 248 #define VPREP 4 249 #define VARC 5 250 #define VVARI 6 251 #define VXYZ 7 252 253 /* 254 variable status 255 */ 256 #define STEMPTY 0 257 #define STREGULAR 1 258 #define STHIDDEN 3 259 #define STPLOTVAR 4 260 #define STSYSTEM 5 261 #define STSYSPEC 6 262 #define STREADFI 7 263 264 /* 265 return status for the locfit() function 266 */ 267 #define LF_OK 0 268 #define LF_OOB 2 /* out of bounds, or large unstable parameter */ 269 #define LF_PF 3 /* perfect fit; interpolation; deviance=0 */ 270 #define LF_NCON 4 /* not converged */ 271 #define LF_NOPT 6 /* no or insufficient points with non-zero wt */ 272 #define LF_INFA 7 /* initial failure e.g. log(0) */ 273 #define LF_DEMP 10 /* density -- empty integration region */ 274 #define LF_XOOR 11 /* density -- fit point outside xlim region */ 275 #define LF_DNOP 12 /* density version of 6 */ 276 #define LF_FPROB 80 277 #define LF_BADP 81 /* bad parameters e.g. neg prob for binomial */ 278 #define LF_LNK 82 /* invalid link */ 279 #define LF_FAM 83 /* invalid family */ 280 #define LF_ERR 99 /* error */ 281