cv_lo2: Cross-validating Loess curve

In davidaarmstrong/damisc: Dave Armstrong's Miscellaneous Functions

Cross-validating Loess curve

Description

Function provides the cross-validation error for the loess curve in a manner that is amenable to optimization of the span.

Usage

cv_lo2(
  span,
  form,
  data,
  cost = function(y, yhat) mean((y - yhat)^2, na.rm = TRUE),
  K = n,
  numiter = 100,
  which = c("corrected", "raw")
)

Arguments

span	The span of the loess smoother.
form	The formula that identifies the model
data	A data frame containing the required variables.
cost	Cost function to be passed down to loess.
K	Number of folds for the cross-validation
numiter	Number of times over which the cv error will be aggregated
which	Return raw or corrected cv error

Value

The cross-validation error from the loess curve.

Author(s)

Dave Armstrong

davidaarmstrong/damisc documentation built on Oct. 1, 2023, 3:05 p.m.