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Sourcecode: octave-econometrics version File versions

__kernel_weights.m

# 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_weights: for internal use by kernel_regression and kernel_density. There
# is also a faster .oct file version that should be be found automatically.


function W = __kernel_weights(data, evalpoints, kernel)

      # calculate distances
      nn = rows(evalpoints);
      n = rows(data);
      W = zeros(nn,n);
      for i = 1:nn
            zz = data - repmat(evalpoints(i,:), n, 1);
            zz = feval(kernel, zz);
            W(i,:) = zz';
      endfor
endfunction

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