Compute Mallows' Cp for local regression models.
The calling sequence for cp matches those for the
locfit or locfit.raw functions.
The fit is not returned; instead, the returned object contains
Cp criterion for the fit.
Cp is usually computed using a variance estimate from the largest
model under consideration, rather than
σ^2=1. This will be done
automatically when the cpplot function is used.
The Cp score is exact (up to numerical roundoff) if the
ev="data" argument is provided. Otherwise, the residual
sum-of-squares and degrees of freedom are computed using locfit's
standard interpolation based approximations.
cp(x, ..., sig2=1)
x |
model formula or numeric vector of the independent variable. |
... |
other arguments to |
sig2 |
residual variance estimate. |
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