R/loess.gcv.r

In LobsterScience/bio.lobster: Lobster Stock Assessment Tools for DFO Maritimes

#' @export
loess.gcv <- function(x, y){
  ##uses generalizaed cross validation to find optimum span
  nobs <- length(y)
  xs <- sort(x, index.return = TRUE)
  x <- xs$x
  y <- y[xs$ix]
  tune.loess <- function(s){
    lo <- loess(y ~ x, span = s)
    mean((lo$fitted - y)^2) / (1 - lo$trace.hat/nobs)^2
  }
  os <- optimize(tune.loess, interval = c(.01, 99))$minimum
  lo <- loess(y ~ x, span = os)
  list(x = x, y = lo$fitted, df = lo$trace.hat, span = os)
}