gcvplot: Compute a generalized cross-validation plot.

In locfit: Local Regression, Likelihood and Density Estimation

Compute a generalized cross-validation plot.

Description

The gcvplot function loops through calls to the gcv function (and hence to link{locfit}), using a different smoothing parameter for each call. The returned structure contains the GCV statistic for each fit, and can be used to produce an GCV plot.

Usage

gcvplot(..., alpha, df=2)

Arguments

...	arguments to the gcv, locfit functions.
alpha	Matrix of smoothing parameters. The gcvplot function loops through calls to gcv, using each row of alpha as the smoothing parameter in turn. If alpha is provided as a vector, it will be converted to a one-column matrix, thus interpreting each component as a nearest neighbor smoothing parameter.
df	Degrees of freedom to use as the x-axis. 2=trace(L), 3=trace(L'L).

Value

An object with class "gcvplot", containing the smoothing parameters and GCV scores. The actual plot is produced using plot.gcvplot.

See Also

locfit, locfit.raw, gcv, plot.gcvplot, summary.gcvplot

Examples

data(ethanol)
plot(gcvplot(NOx~E,data=ethanol,alpha=seq(0.2,1.0,by=0.05)))

locfit documentation built on July 9, 2023, 5:58 p.m.