fda: lambda2gcv – R documentation

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lambda2gcv

Compute GCV Criterion

Description

The generalized cross-validation or GCV criterion is often used to select an appropriate smoothing parameter value, by finding the smoothing parameter that minimizes GCV. This function locates that value.

Usage

lambda2gcv(log10lambda, argvals, y, fdParobj, wtvec=rep(1,length(argvals)))

Arguments

`log10lambda`	the logarithm (base 10) of the smoothing parameter
`argvals`	a vector of argument values.
`y`	the data to be smoothed.
`fdParobj`	a functional parameter object defining the smooth.
`wtvec`	a weight vector used in the smoothing.

Details

Currently, lambda2gcv

Value

1. fdParobj[['lambda']] <- 10^log10lambda

2. smoothlist <- smooth.basks(argvals, y, fdParobj, wtvec)

3. return(smoothlist[['gcv']])