M1: M1 Least-Squares Cross-Validation

Description Usage Arguments Details Value Author(s) References

View source: R/M1.q

Description

Compute the M1 least-squares cross-validation score.

Usage

1
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 [email protected]

References

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


bpkde documentation built on May 30, 2017, 1:52 a.m.

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