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rgdtsmcorewrap.m

## Copyright (C) 2008 Jonathan Stickel
## 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/>. 

## -*- texinfo -*-
## @deftypefn {Function File} {@var{cve}|@var{stdevdif} =} rgdtsmcorewrap (@var{log10lambda}, @var{x}, @var{y}, @var{d}, @var{mincell}, @var{options})
##
##  Wrapper function for rgdtsmcore in order to minimize over
##  @var{lambda} w.r.t. cross-validation error OR the squared difference
##  between the standard deviation of (@var{y}-@var{yhat}) and the given
##  standard deviation.  This function is called from regdatasmooth.
## @end deftypefn


function out = rgdtsmcorewrap (log10lambda, x, y, d, mincell, varargin)

  lambda = 10^(log10lambda);

   if ( length(mincell)==2 ) # using stdev to find optimal lambda
    stdev = mincell{2};
    yhat = rgdtsmcore (x, y, d, lambda, varargin{:});

    xhatprov = 0;
    relative = 0;
    for i = 1:length(varargin)
      if strcmp(varargin{i},"relative")
      relative = 1;
      elseif strcmp(varargin{i},"xhat")
      xhatprov = 1;
      xhat = varargin{i+1};
      endif
    endfor

    if (xhatprov)
      idx = interp1(xhat,1:length(xhat),x,"nearest");
      if relative
      stdevd = std((y-yhat(idx))./y);
      else
      stdevd = std(y-yhat(idx));
      endif
    else
      if (relative)
      stdevd = std((y-yhat)./y);
      else
      stdevd = std(y-yhat);
      endif
    endif
    
    out = (stdevd - stdev)^2;

  else # use gcv to find optimal lambda
    [yhat, cve] = rgdtsmcore (x, y, d, lambda, varargin{:});
    out = cve;
  endif

endfunction

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