LOOCVParzenANLL: Leave-one-out cross validation.

Description Usage Arguments Value

Description

Leave-one-out cross validation.

Usage

1

Arguments

X

Data matrix, N-by-n.

sigma

Marginal standard deviation of an isotropic Gaussian added to each point. Should be greater than zero.

Value

Average negative log likelihood by Leave-one-out cross validation, given the Parzen model bandwidth.


rudazhang/plmr documentation built on Aug. 30, 2021, 5:43 p.m.