M0 Least-Squares Cross-Validation

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Description

Compute the M0 least-squares cross-validation score.

Usage

1
M0(grid, kern.fun, ...)

Arguments

grid

an object of class linbin.

kern.fun

the density function of the kernel. The first argument must be a matrix whose rows contain the points where the density function will be evaluated. See, for example, the dmvnorm function in the mvtnorm package.

...

additional arguments are passed to kern.fun.

Value

a single numeric value: the M0 least-squares cross-validation score.

Author(s)

Kjell Konis kjell.konis@me.com

References

Silverman, B. W. (1986) Density Estimation for Statistics and Data Analysis. London: Chapman and Hall.