M1: M1 Least-Squares Cross-Validation

In bpkde: Back-Projected Kernel Density Estimation

Description

Compute the M1 least-squares cross-validation score.

Usage

M1(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.

Details

The computation is done using the Fourier transform of the kernel and the data as described in Silverman (1986).

Value

a single numeric value: the M1 least-squares cross-validation score.

Author(s)

Kjell Konis [e-mail]

References

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

bpkde documentation built on May 2, 2019, 10:25 a.m.