tnorm_loo: Leave-one-out cross-validation for truncated Gaussian kernel...
| tnorm_loo | R Documentation |
Leave-one-out cross-validation for truncated Gaussian kernel density estimation
Description
Given a data matrix, compute the log density using leave-one-out cross validation, taking in turn an observation as location vector and computing the density of the resulting mixture.
Usage
tnorm_loo(x, Omega, beta)
Arguments
x |
|
Omega |
smoothing positive-definite matrix |
beta |
vector of constraints for the half-space |
Value
a vector of values for the weighted leave-one-out likelihood
