cp | Compute Mallows' Cp for local regression models. | cp |
cp(x, ..., sig2=1)
The calling sequence for cp matches those for the locfit or locfit.raw functions. The fit is not returned; instead, the returned object contains Cp criterion for the fit.Cp is usually computed using a variance estimate from the largest model under consideration, rather than \sigma^2=1. This will be done automatically when the cpplot function is used.
The Cp score is exact (up to numerical roundoff) if the ev="data" argument is provided. Otherwise, the residual sum-of-squares and degrees of freedom are computed using locfit's standard interpolation based approximations.
locfit, locfit.raw, cpplot
locfit
Locfit Home | Help Index |