dot-compute_loocv: Evaluate Exact Leave-One-Out Criterion at a Given Penalty...

In lgspline: Lagrangian Multiplier Smoothing Splines for Smooth Function Estimation

Evaluate Exact Leave-One-Out Criterion at a Given Penalty Configuration

Description

Computes the exact leave-one-out tuning criterion for the same transformed linearized problem used elsewhere in the tuning machinery.

Usage

.compute_loocv(par, log_penalty_vec, env, ...)

Arguments

par	Numeric vector; log-scale penalty parameters. First two elements are log(wiggle_penalty) and log(flat_ridge_penalty). Remaining elements (if any) are log-scale predictor/partition penalties.
log_penalty_vec	Numeric vector; log-scale predictor/partition penalties (passed separately for compatibility with the grid search).
env	List; pre-computed objects and tuning configuration. Contains: X, y, X_gram, Xy Design matrices, response, Gram matrices, cross-products. A, R_constraints, K, p_expansions, N_obs Constraint matrix and dimensions. smoothing_spline_penalty Integrated second-derivative penalty matrix. custom_penalty_mat Optional custom penalty matrix. colnm_expansions Character vector of expansion column names. unique_penalty_per_predictor, unique_penalty_per_partition Logicals. family GLM family object. delta Pseudocount for link function stabilization. gcv_gamma Modified-GCV inflation factor applied to the effective-degrees-of-freedom term in the denominator. meta_penalty Meta-penalty coefficient. order_list List of observation indices per partition. observation_weights, homogenous_weights Observation weighting. parallel flags, cl, chunk_size, num_chunks, rem_chunks Parallel config. unconstrained_fit_fxn, keep_weighted_Lambda, iterate Fitting config. qp_score_function, quadprog, qp_Amat, qp_bvec, qp_meq QP config. tol, sd_y Convergence tolerance and response scale. constraint_value_vectors Constraint values. glm_weight_function, schur_correction_function GLM functions. need_dispersion_for_estimation, dispersion_function Dispersion. blockfit, just_linear_without_interactions Blockfit config. use_blockfit Logical; pre-computed dispatch flag for blockfit. flat_cols Integer vector; pre-computed flat column indices. Vhalf, VhalfInv Correlation structure matrices. verbose, include_warnings Output control.
...	Additional arguments passed to fitting functions.

Value

List containing the fitted objects plus criterion_value, LOO_u, h_diag, and C_list.

lgspline documentation built on May 8, 2026, 5:07 p.m.