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Sourcecode: octave-econometrics version File versions

kernel_regression_nodes.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_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



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