lscv | Least Squares Cross Validation Statistic. | lscv |
lscv(x, ..., exact=F)
The calling sequence for lscv matches those for the locfit or locfit.raw functions. Note that this function is only designed for density estimation in one dimension. The returned object contains the least squares cross validation score for the fit.The computation of \int \hat f(x)^2 dx is performed numerically. For kernel density estimation, this is unlikely to agree exactly with other LSCV routines, which may perform the integration analytically.
A vector consisting of the LSCV statistic and fitted degrees of freedom.
# approximate calculation for a kernel density estimate data(geyser) lscv(~geyser, alpha=cbind(0,1), ev="grid", mg=100, deg=0, flim=c(1,6), kern="gauss") # same computation, exact lscv(geyser,alpha=1,exact=T)
locfit, locfit.raw, lscv.exact lscvplot
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