lcv: Compute Likelihood Cross Validation Statistic.

lcvR Documentation

Compute Likelihood Cross Validation Statistic.

Description

The calling sequence for lcv matches those for the locfit or locfit.raw functions. The fit is not returned; instead, the returned object contains likelihood cross validation score for the fit.

The LCV score is exact (up to numerical roundoff) if the ev="cross" argument is provided. Otherwise, the influence and cross validated residuals are computed using locfit's standard interpolation based approximations.

Usage

lcv(x, ...)

Arguments

x

model formula

...

other arguments to locfit

See Also

locfit, locfit.raw, lcvplot


locfit documentation built on June 24, 2024, 5:08 p.m.

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