Dr. D. P. Kreil (Boku <David.Kreil <at> boku.ac.at> writes: > > Dear John, > > > I suggest that you look at the abilities of the mgcv package. > > There are notes of mine at > > > > http://www.maths.anu.edu.au/%7Ejohnm/r-book/xtras/autosmooth.pdf > > > > that may help you get started. > > Thank you very much for the suggestion and the link to your write-up, > it was indeed very helpful! > > I have experimented with this library for a while now and am really > happy about its flexibility. For my immediate applied problem, I will > now go with a gam fit ("z~te(x,y)+fa-1"). > > I note, however, that this is much, much slower than loess, and is > thus limited to smaller numbers of data points. (I could not fit the > full model to 50,000 data points in a reasonable time.) > I am therefore wondering if you knew of a way of also fixing the > implementation of loess in R? > > >From the error message (recompile with larger d2MAX) it seems that the > underlying Fortran library was perfectly happy to fit a larger number > of parametric variables. So is there a way one could remove the > restriction to 4 parameters in the R interface/compilation? I have not > found an obvious place where d2MAX is defined or configured, I suspect > it might be hard-coded... >
If you go looking for d2MAX in the R code (i.e. download the entire source or get a copy of the SVN tree) you will proceed as follows: find . -name "*.c" -exec grep -l d2MAX {} \; takes you to ./src/library/stats/src/loessc.c Looking therein finds: case 105:MSG("k>d2MAX in ehg136. Need to recompile with increased dimensions.") grep 105 *.f finds loessf.f within which we find two lines (1240 and 1361) if(k .gt. 15) call ehg182(105) Searching for "15" then finds a *lot* of places where "15" is hardcoded in the file. To modify the file you could either blindly change all the hard-coded "15" dimensions to something larger and hope that it worked (i.e., use a good test suite to make sure you didn't screw something up) or dig through the code and understand it in detail to know what should be changed ... ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel