# Adapted from original R_fig14.txt from MW(2010)

# Read file with data filenames
load("data_allproxy1209.R")
load("data_instrument.R")
load("data_instfilled.R")
rownames(instfilled) <- instrument[,"Year"]

# Parameters:
startdate <- 1000
numcv <- 50
holdout <- 30
numcv_lars <- 10
K_lars <- 5
numgridPC <- c(1,5,10,20)
numproxyPC <- c(1,5,10,20)

# Get proxies going back to start date:
sel <- allproxy1209info[,"StartYear"] <= startdate
tmp <- colnames(allproxy1209)[-1][sel]
proxy <- allproxy1209[,tmp]
sel <- rowSums(is.na(proxy))==0
proxy <- proxy[sel,]
years <- allproxy1209[sel,1]
rownames(proxy) <- years
sel <- instrument[,"Year"] %in% years
temp <- instrument[sel,-1]
rownames(temp) <- instrument[sel,"Year"]
sel <- rownames(instfilled) %in% years
grid <- instfilled[sel,]

proxy <- proxy[,-c(87:88)]

# Do model fits and predictions
source("R_fit_models.txt")