lcvplot: Compute the likelihood cross-validation plot.

In locfit: Local Regression, Likelihood and Density Estimation

Compute the likelihood cross-validation plot.

Description

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

Usage

lcvplot(..., alpha)

Arguments

...	arguments to the lcv, locfit functions.
alpha	Matrix of smoothing parameters. The aicplot function loops through calls to lcv, 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.

Value

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

See Also

locfit, locfit.raw, gcv, lcv, plot.gcvplot

Examples

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

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