On Jun 19, 2009, at 7:45 PM, muddz wrote:
Hi Uwe,
My apologies.
Please if I can be guided what I am doing wrong in the code. I
started my
code as such:
# ypred is my leave one out estimator of x
Estimator of x? Really?
cvhfunc<-function(y,x,h) {
ypred<-0
for (i in 1:n){ #how did you define "n"? It's not in your
parameter list
for (j in 1:n){
if (j!=i){
ypred<-ypred + (y[i]*k( (x[j]-x[i])/h ) )/
k( (x[j]-x[i])/h )
At this point you are also using "k" as a function. Have you at any
point defined "k"?
Also multiplication of the ratio of two identical numbers would
generally give a result of y[i] for that second term. Unless, of
course, any x[j] = x[i] in which case you will throw an error and
every thing will grind to a halt.
It might help if you now explained what you think "CV" should be.
}
} }
ypred # not sure what that will do inside the function. If
it's there for debugging you may want to print(ypred)
#CVh is a
# Yes? CVh is a ....what ?
cvh<-0
cvh<-cvh+((1/n)*(y-ypred)^2 # n again. R will still not know
what that is.
cvh
# ypred is a scalar, while y is a vector, so cvh will be a vector. Is
that what you want?
}
test2<-cvhfunc(ydat,xdat,.2);test2
#I was experimenting with the following data:
library(datasets)
data(faithful)
ydat<-faithful$eruptions;ydat;plot(ydat);par(new=T)
xdat<-faithful$waiting;xdat;plot(xdat,col="blue")
# I want to minimize the CV function with respect to h. Thanks.
Uwe Ligges-3 wrote:
See the posting guide:
If you provide commented, minimal, self-contained, reproducible code
some people may be willing to help on the list.
Best,
Uwe Ligges
muddz wrote:
Hi All,
I have been trying to get this LOO-Cross Validation method to work
on R
for
the past 3 weeks but have had no luck. I am hoping someone would
kindly
help
me.
Essentially I want to code the LOO-Cross Validation for the 'Local
Constant'
and 'Local Linear' constant estimators. I want to find optimal h,
bandwidth.
Thank you very much!
-M
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______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
