GBMRESULT CLaplace::InitF
(
double *adY,
double *adMisc,
double *adOffset,
double *adWeight,
double &dInitF,
unsigned long cLength
)
{
GBMRESULT hr = GBM_OK;
double dOffset = 0.0;
unsigned long ii = 0;
int nLength = int(cLength);
std::vector<double> adArr(cLength);
for (ii = 0; ii < cLength; ii++)
{
dOffset = (adOffset==NULL) ? 0.0 : adOffset[ii];
adArr[ii] = adY[ii] - dOffset;
}
dInitF = mpLocM.weightedQuantile(nLength, &adArr[0], adWeight, 0.5); // median
Cleanup:
return hr;
Error:
goto Cleanup;
}
GBMRESULT CTDist::InitF
(
double *adY,
double *adMisc,
double *adOffset,
double *adWeight,
double &dInitF,
unsigned long cLength
)
{
// Local variables
int ii;
// Get objects to pass into the LocM function
int iN = int(cLength);
std::vector<double> adArr(cLength);
for (ii = 0; ii < iN; ii++)
{
double dOffset = (adOffset==NULL) ? 0.0 : adOffset[ii];
adArr[ii] = adY[ii] - dOffset;
}
dInitF = mpLocM.LocationM(iN, &adArr[0], adWeight);
return GBM_OK;
}
// DEBUG: needs weighted median
GBMRESULT CLaplace::FitBestConstant
(
double *adY,
double *adMisc,
double *adOffset,
double *adW,
double *adF,
double *adZ,
const std::vector<unsigned long>& aiNodeAssign,
unsigned long nTrain,
VEC_P_NODETERMINAL vecpTermNodes,
unsigned long cTermNodes,
unsigned long cMinObsInNode,
bool *afInBag,
double *adFadj,
int cIdxOff
)
{
GBMRESULT hr = GBM_OK;
unsigned long iNode = 0;
unsigned long iObs = 0;
unsigned long iVecd = 0;
double dOffset;
// vecd.resize(nTrain); // should already be this size from InitF
std::vector<double> adArr(nTrain);
std::vector<double> adW2(nTrain);
for(iNode=0; iNode<cTermNodes; iNode++)
{
if(vecpTermNodes[iNode]->cN >= cMinObsInNode)
{
iVecd = 0;
for(iObs=0; iObs<nTrain; iObs++)
{
if(afInBag[iObs] && (aiNodeAssign[iObs] == iNode))
{
dOffset = (adOffset==NULL) ? 0.0 : adOffset[iObs];
adArr[iVecd] = adY[iObs] - dOffset - adF[iObs];
adW2[iVecd] = adW[iObs];
iVecd++;
}
}
vecpTermNodes[iNode]->dPrediction = mpLocM.weightedQuantile(iVecd, &adArr[0], &adW2[0], 0.5); // median
}
}
return hr;
}
