gcvplot Compute a generalized cross-validation plot. gcvplot

Usage:


gcvplot(..., alpha, df=2)

Description:

The gcvplot function loops through calls to the gcv function (and hence to linklocfit), using a different smoothing parameter for each call. The returned structure contains the GCV statistic for each fit, and can be used to produce an GCV plot.

Arguments:

...
arguments to the gcv, locfit functions.
alpha
Matrix of smoothing parameters. The gcvplot function loops through calls to gcv, using each row of alpha as the smoothing parameter in turn. If alpha is provided as a vector, it will be converted to a one-column matrix, thus interpreting each component as a nearest neighbor smoothing parameter.
df
Degrees of freedom to use as the x-axis. 2=trace(L), 3=trace(L'L).

Value:

An object with class "gcvplot", containing the smoothing parameters and GCV scores. The actual plot is produced using plot.gcvplot.

Examples:


data(ethanol)
plot(gcvplot(NOx~E,data=ethanol,alpha=seq(0.2,1.0,by=0.05)))

See Also:

locfit, locfit.raw, gcv, plot.gcvplot, summary.gcvplot

Key Words:

locfit
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