lscv.exact Exact LSCV Calculation lscv.exact

Usage:


lscv.exact(x, alpha)

Description:

This function performs the exact computation of the least squares cross validation statistic for one-dimensional kernel density estimation and a constant bandwidth.

At the time of writing, it is implemented only for the Gaussian kernel (with the standard deviation of 0.4; Locfit's standard).

Arguments:

x
Numeric data vector
alpha
The bandwidth. Note that this function only works with a constant bandwidth, and in accordance with Locfit's standard, this can be specified as alpha=c(0,h). It can also be given as a single number, which will be interpreted as a constant (not NN) bandwidth.

Value:

A vector of the LSCV statistic and the fitted degrees of freedom.

Examples:


data(geyser)
lscv.exact(geyser,alpha=0.25)
# equivalent form using lscv
lscv(geyser,alpha=0.25,exact=T)

See Also:

lscv, lscvplot

Key Words:

locfit
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