Skip to content

Commit

Permalink
Removed check for stability in df2lambda. Closes #26.
Browse files Browse the repository at this point in the history
  • Loading branch information
hofnerb committed Feb 13, 2017
1 parent 0bd50da commit 4b08cb5
Show file tree
Hide file tree
Showing 3 changed files with 5 additions and 13 deletions.
4 changes: 1 addition & 3 deletions R/AAA.R
Original file line number Diff line number Diff line change
Expand Up @@ -19,9 +19,7 @@
mboost_dftraceS = FALSE, ### df = trace(S) or df = trace(2 S - StS)
mboost_lambdaMax = 1e+15,### maximum value for lambda as used in df2lambda
mboost_Xmonotone = FALSE,### don't force monotonicity in %X%
mboost_eps = 10e-10, ### factor for dmat in df2lambda
mboost_check_df2lambda = TRUE) ### check if max(abs(X)) > 10 in df2lambda
### as this might take a while experts can skip this check
mboost_eps = 10e-10) ### factor for dmat in df2lambda
}

.onUnload <- function(libpath) {
Expand Down
10 changes: 0 additions & 10 deletions R/bl.R
Original file line number Diff line number Diff line change
Expand Up @@ -20,16 +20,6 @@ df2lambda <- function(X, df = 4, lambda = NULL, dmat = NULL, weights,
if (lambda == 0)
return(c(df = rankMatrix(X), lambda = 0))

## check for possible instability
if (options("mboost_check_df2lambda")[[1]] && max(abs(X)) > 10)
warning("Some absolute values in design matrix are greater 10. Hence, ",
sQuote("df2lambda"), " might be numerically instable.\n ",
"See documentation of argument ", sQuote("by"),
" in ?bbs for further information.",
immediate. = TRUE)
## instable df2lambda might for example occure if one uses bbs(x, by = z)
## with large values of z

# Demmler-Reinsch Orthogonalization (cf. Ruppert et al., 2003,
# Semiparametric Regression, Appendix B.1.1).

Expand Down
4 changes: 4 additions & 0 deletions inst/NEWS.Rd
Original file line number Diff line number Diff line change
Expand Up @@ -18,6 +18,10 @@
without base-learners.
Fixes \href{https://github.com/boost-R/mboost/issues/64}{#64} and
\href{https://github.com/boost-R/mboost/issues/66}{#66}.
\item Removed check if \code{df2lambda} is stable. Hence,
\code{options(mboost_check_df2lambda)} (introduced in mboost 2.5-0)
is no longer used.
Closes \href{https://github.com/boost-R/mboost/issues/26}{#26}.
}
}
\subsection{Miscellaneous}{
Expand Down

0 comments on commit 4b08cb5

Please sign in to comment.