lcv Compute Likelihood Cross Validation Statistic. lcv

Usage:


lcv(x, ..., pen=2)

Description:

The calling sequence for lcv matches those for the locfit or locfit.raw functions. The fit is not returned; instead, the returned object contains likelihood cross validation score for the fit.

The LCV score is exact (up to numerical roundoff) if the ev="cross" argument is provided. Otherwise, the influence and cross validated residuals are computed using locfit's standard interpolation based approximations.

Arguments:

x
model formula
...
other arguments to locfit

See Also:

locfit, locfit.raw, lcvplot

Key Words:

locfit
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Author: Catherine Loader