169 lines
5.6 KiB
Plaintext
169 lines
5.6 KiB
Plaintext
CHANGES PLANNED SOMEDAY
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1) more vertices in k-d tree for dimension > 2, to get continuity.
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2) triangulation based method.
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----------------------
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19 Nov 1987 workspace not big enough for degree=2
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22 Jan 1988 switched from depth first to breadth first tree build
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14 Mar 1988 lostt.3 extra space needed if (method mod 1000 = 0),
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not the documented (method/1000=0)
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28 Apr 1988 l2tr.g vval2 needed to be initialized to 0
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galaxy smooth needs double precision on vax
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26 May 1988 bbox.g add 10% margin to allow limited extrapolation
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6 June 1988 loess/lostt.f trL wasn't set if method/1000==0
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10 June 1988 losave, loread
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v(RCOND) 1 / max condition number
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12 June 1988 lofort
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21 June 1988 additional workspace for explicit L
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27 June 1988 workspace checking in lowesf was slightly pessimistic
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30 June 1988 Changed default fdiam to 0.
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Added warning messages for memory limits and pseudoinverse.
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4 Aug 1988 bbox.g changed margin from 10% to 0.5%.
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24 Aug 1988 loser documentation should have specified workspace
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of size ...+m*n, not ...+m**2.
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Sep 1988
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loess-based approximations of delta1,2.
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pseudo-values, so statistics are available with robustness iterations.
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reorganize error messages to better fit into S.
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sample driver program.
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somewhat shorter code generated by ehg170.
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20 Dec 1988
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workspace in loser
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27 Jan 1989
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workspace checking in lostt was a bit pessimistic.
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3 Feb 1989
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l2fit, l2tr: error message should contain sqrt(rho)
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18 Dec 1989
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ehg141, ehg179-ehg181: new delta approximations
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24 Jan 1990
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master copy moved from Sun3/180 to SGI 4D/240S
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(no intentional changes)
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25 Jan 1990
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(many routines touched; ehg127 added) cleaned up computational
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kernel, added provision for only first dd<=d variables to enter
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the distance calculation ("conditionally parametric variables"),
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added independent bounds on total and componentwise degree for
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local polynomial model, made extrapolation warning message print
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a bit more detail.
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14 Mar 1990
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added setLf argument to lowesd; added lowesr, lowesl for resmoothing.
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-------------------------------------------------------
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Converting to the new version of loess
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5 April 1990
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Over the past few months, a number of changes have been made to the
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loess package, to provide more control over the local model, to allow
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conditionally parametric variables, and to return exact statistical
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quantities for the blending method. Unlike earlier internal
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algorithmic improvements, this round of changes added some extra
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arguments in the Fortran calling sequences. The purpose of this note
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is to assist in converting programs that called the old version.
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An explicit argument setLf has been added to lowesd(), since it affects
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the partitioning of the workspace. To help protect against inadvertent
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version mismatches, the version number that lowesd() checks has also
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been changed. The componentwise degree and the specification of
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conditionally nonparametric variables can be changed from the default
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by modifying iv(CDEG) and iv(NDIST).
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The influence matrix L for blending is now explicitly available by
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calling a new subroutine lowesl(), but this loses the speed
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advantage of blending. A faster, sometimes equivalent method is
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to use the influence matrix that carries data values to coefficients
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at the vertices of the k-d tree. This information is saved in iv(iv(Lq))
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and v(iv(Lf)), for the afficionado.
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The new subroutine lowesr() takes advantage of Lq and Lf to allow rapid
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resmoothing for applications when only y, not x, is subject to change.
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-------------------------------------------------------
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7 May 1990
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new delta approximations.
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added prior weights to input format for sample driver.
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29 May 1990
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loess,lostt,loser,pseudo moved from Fortran to S.
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11 Jul 1990
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column equilibration, so pseudoinverse is needed less often.
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27 May 1991
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lowesd version 105; increased nvmax,ncmax to max(200,n).
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l2fit added ihat=1 (diagL only).
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ehg133,lowese removed unused arguments dist,eta.
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ehg190,ehg141 changed name to lowesa, slight change to calling sequence.
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ehg144 changed name to lowesc
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m9rwt changed name to lowesw
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pseudo changed name to lowesp
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22 Jul 1991 IMPORTANT BUG FIX!
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ehg131 vval2 should be dimensioned 0:d, not 0:8
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26 Jul 1991
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lowesd change calling sequence to provide tighter memory allocation
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diff old/man/internal new/man/internal
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< lowesd(105,iv,liv,lv,v,d,n,f,tdeg,setLf) setup workspace
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> lowesd(106,iv,liv,lv,v,d,n,f,tdeg,nvmax,setLf) setup workspace
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< liv 50+(2^d+6)*max(200,n)
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< if setLf, add nf*max(200,n)
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< lv 50+(3*d+4)*max(200,n)+(tau+2)*nf
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< if setLf, add (d+1)*nf*max(200,n)
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> liv 50+(2^d+6)*nvmax
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> if setLf, add nf*nvmax
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> lv 50+(3*d+4)*nvmax+(tau+2)*nf
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> if setLf, add (d+1)*nf*nvmax
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> nvmax limit on number of vertices for kd-tree; e.g. max(200,n)
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20 Sep 1991
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sample.f brought in sync with recent loess changes.
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24 Dec 1991
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l2fit.f fixed comment in single precision version
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10 Jan 1992
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ehg197.f new formula for approximating trL, valid for small f
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15 May 1992
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netlib/a/dloess now includes C drivers (written by Ming-Jen Shyu,
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adapted from code used inside the S system)
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22 Jun 1992
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ehg191.f Loop 11 ran too far, picking up one more value than necessary.
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The value was not used, so the loess computation itself is unaffected,
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but on some systems the old code could conceivably cause a reference
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to an invalid memory address and abort with a segmentation fault
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message.
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23 Jun 1992
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S.h #include <math.h>, since loessc.c calls floor() and pow().
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18 Aug 1992
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netlib/a/dloess A new release with bug fixes in all the C drivers, new
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example codes, and detail documentations.
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25 Mar 1996
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predict.c fix enormous memory leak. update email address
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