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- /*
- * Numeric values for constants used in locfit
- */
- /*
- MXDIM and MXDEG are maximum dimension and local polynomial
- degree for Locfit. Note that some parts of the code may be
- more restrictive.
- */
- #define MXDIM 15
- #define MXDEG 7
- /*
- floating point constants
- */
- #ifndef PI
- #define PI 3.141592653589793238462643
- #endif
- #define S2PI 2.506628274631000502415765
- #define SQRT2 1.4142135623730950488
- #define LOGPI 1.144729885849400174143427
- #define GOLDEN 0.61803398874989484820
- #define HL2PI 0.91893853320467267 /* log(2pi)/2 */
- #define SQRPI 1.77245385090552 /* sqrt(pi) */
- #define HUBERC 2.0
- /*
- Criteria for adaptive local fitting mi[MACRI]
- 1: localized CP; 2: ICI (katkovnik); 3: curvature model index
- 4: Increase bandwidth until locfit returns LF_OK
- */
- #define ANONE 0
- #define ACP 1
- #define AKAT 2
- #define AMDI 3
- #define AOK 4
- /*
- vector of double precision parameters.
- 0, 1, 2 are the three components of the smoothing parameter.
- 3 cut parameter for adaptive evaluation structures.
- 4-8 are likelihood, degrees of freedom and residual variance,
- computed as part of the fit.
- Stored as the lf.dp vector.
- */
- #define DALP 0
- #define DFXH 1
- #define DADP 2
- #define DCUT 3
- #define DLK 4
- #define DT0 5
- #define DT1 6
- #define DRV 7
- #define DSWT 8
- #define DRSC 9
- #define LEND 10
- /*
- Evaluation structures mi[MEV]
- EFITP special for `interpolation' at fit points
- */
- #define ENULL 0
- #define ETREE 1
- #define EPHULL 2
- #define EDATA 3
- #define EGRID 4
- #define EKDTR 5
- #define EKDCE 6
- #define ECROS 7
- #define EPRES 8
- #define EXBAR 9
- #define ENONE 10
- #define ESPHR 11
- #define EFITP 50
- #define ESPEC 100
- /*
- integer parameters: sample size; dimension; number of local parameters etc.
- stored as the lf.mi vector.
- */
- #define MN 0
- #define MP 1
- #define MDEG0 2
- #define MDEG 3
- #define MDIM 4
- #define MACRI 5
- #define MKER 6
- #define MKT 7
- #define MIT 8
- #define MMINT 9
- #define MMXIT 10
- #define MREN 11
- #define MEV 12
- #define MTG 13
- #define MLINK 14
- #define MDC 15
- #define MK 16
- #define MDEB 17
- #define MGETH 18
- #define MPC 19
- #define MUBAS 20
- #define LENM 21
- /*
- Link functions mi[MLINK].
- Mostly as in table 4.1 of the book.
- LDEFAU and LCANON are used to select default and canonical
- links respectively. LINIT shouldn't be selected by user...
- */
- #define LINIT 0
- #define LDEFAU 1
- #define LCANON 2
- #define LIDENT 3
- #define LLOG 4
- #define LLOGIT 5
- #define LINVER 6
- #define LSQRT 7
- #define LASIN 8
- /*
- components of vector returned by the links() function
- in family.c. ZLIK the likelihood; ZMEAN = estimated mean;
- ZDLL = derivative of log-likelihood; ZDDLL = - second derivative
- */
- #define LLEN 4
- #define ZLIK 0
- #define ZMEAN 1
- #define ZDLL 2
- #define ZDDLL 3
- /*
- weight functions mi[MKER].
- see Table 3.1 or the function W() in weights.c for definitions.
- */
- #define WRECT 1
- #define WEPAN 2
- #define WBISQ 3
- #define WTCUB 4
- #define WTRWT 5
- #define WGAUS 6
- #define WTRIA 7
- #define WQUQU 8
- #define W6CUB 9
- #define WMINM 10
- #define WEXPL 11
- #define WMACL 12
- #define WPARM 13
- /*
- type of multivariate weight function mi[MKT]
- KSPH (spherical) KPROD (product)
- others shouldn't be used at present.
- */
- #define KSPH 1
- #define KPROD 2
- #define KCE 3
- #define KLM 4
- #define KZEON 5
- #define STANGL 4
- #define STLEFT 5
- #define STRIGH 6
- #define STCPAR 7
- /*
- Local likelihood family mi[MTG]
- for quasi-likelihood, add 64.
- */
- #define TNUL 0
- #define TDEN 1
- #define TRAT 2
- #define THAZ 3
- #define TGAUS 4
- #define TLOGT 5
- #define TPOIS 6
- #define TGAMM 7
- #define TGEOM 8
- #define TCIRC 9
- #define TROBT 10
- #define TRBIN 11
- #define TWEIB 12
- #define TCAUC 13
- #define TPROB 14
- /*
- Integration type mi[MIT] for integration in
- density estimation.
- */
- #define INVLD 0
- #define IDEFA 1
- #define IMULT 2
- #define IPROD 3
- #define IMLIN 4
- #define IHAZD 5
- #define ISPHR 6
- #define IMONT 7
- /*
- For prediction functions, what to predict?
- PCOEF -- coefficients PT0 -- influence function
- PNLX -- ||l(x)|| PBAND -- bandwidth h(x)
- PDEGR -- local poly. degree PLIK -- max. local likelihood
- PRDF -- local res. d.f. PVARI -- ||l(x)||^2
- */
- #define PCOEF 1
- #define PT0 2
- #define PNLX 3
- #define PBAND 4
- #define PDEGR 5
- #define PLIK 6
- #define PRDF 7
- #define PVARI 8
- /*
- Residual Types
- */
- #define RDEV 1
- #define RPEAR 2
- #define RRAW 3
- #define RLDOT 4
- #define RDEV2 5
- #define RLDDT 6
- #define RFIT 7
- #define RMEAN 8
- /*
- components of the colour vector
- */
- #define CBAK 0
- #define CAXI 1
- #define CTEX 2
- #define CLIN 3
- #define CPOI 4
- #define CCON 5
- #define CCLA 6
- #define CSEG 7
- #define CPA1 8
- #define CPA2 9
- /*
- variable types: double, int, char, argument list
- */
- #define VDOUBLE 0
- #define VINT 1
- #define VCHAR 2
- #define VARGL 3
- #define VPREP 4
- #define VARC 5
- #define VVARI 6
- #define VXYZ 7
- /*
- variable status
- */
- #define STEMPTY 0
- #define STREGULAR 1
- #define STHIDDEN 3
- #define STPLOTVAR 4
- #define STSYSTEM 5
- #define STSYSPEC 6
- #define STREADFI 7
- /*
- return status for the locfit() function
- */
- #define LF_OK 0
- #define LF_DONE 1 /* done - forced break from iterations */
- #define LF_OOB 2 /* out of bounds, or large unstable parameter */
- #define LF_PF 3 /* perfect fit; interpolation; deviance=0 */
- #define LF_NCON 4 /* not converged */
- #define LF_NSLN 5 /* no solution - eg separation in binomial. */
- #define LF_NOPT 6 /* no or insufficient points with non-zero wt */
- #define LF_INFA 7 /* initial failure e.g. log(0) */
- #define LF_DEMP 10 /* density -- empty integration region */
- #define LF_XOOR 11 /* density -- fit point outside xlim region */
- #define LF_DNOP 12 /* density version of 6 */
- #define LF_FPROB 80
- #define LF_BADP 81 /* bad parameters e.g. neg prob for binomial */
- #define LF_LNK 82 /* invalid link */
- #define LF_FAM 83 /* invalid family */
- #define LF_ERR 99 /* error */
- /*
- * mi[MGETH] codes
- * scb(), pointwise codes are 71,...,75.
- * add 10 for simultaneous codes.
- */
- #define GSTD 0
- #define GHAT 1
- #define GKAP 2
- #define GRBD 3
- #define GAMF 4
- #define GAMP 5
- #define GLSC 6
- #define GSMP 7
- #define GMIX 8
- #define GLM1 71
- #define GLM2 72
- #define GLM3 73
- #define GLM4 74
- #define GLDN 75
- /* bandwidth criteria */
- #define BGCV 1
- #define BCP 2
- #define BIND 3
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