spen_egcv: C code for smoothing splines with randomized GCV computation.

In simest: Constrained Single Index Model Estimation

Description

This function is only intended for an internal use.

Usage

spen_egcv(dim, x, y, w, h, QtyPerm, lambda, m, nforApp,
		 EGCVflag, agcv)

Arguments

dim	vector of sample size.
x	x-vector in smooth.pen.reg.
y	y-vector in smooth.pen.reg.
w	w-vector in smooth.pen.reg.
h	difference vector for x for internal use.
QtyPerm	Second order difference for x for internal use.
lambda	smoothing parameter input for smooth.pen.reg.
m	vector to store the prediction vector.
nforApp	Number of iterations for approximate GCV.
EGCVflag	Logical when GCV is needed.
agcv	Internal scalar. Set to 0. Stores the approximate GCV.

Details

This is same as smooth.spline except for small changes.

Value

Does not return anything. Changes the inputs according to the iterations.

Author(s)

Arun Kumar Kuchibhotla, [e-mail].

See Also

smooth.spline

simest documentation built on May 2, 2019, 5:40 a.m.