locfit: gcvplot – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

gcvplot

Compute a generalized cross-validation plot.

Description

The gcvplot function loops through calls to the gcv function (and hence to link{locfit}), using a different smoothing parameter for each call. The returned structure contains the GCV statistic for each fit, and can be used to produce an GCV plot.

Usage

gcvplot(..., alpha, df=2)

Arguments

`...`	arguments to the `gcv`, `locfit` functions.
`alpha`	Matrix of smoothing parameters. The `gcvplot` function loops through calls to `gcv`, using each row of `alpha` as the smoothing parameter in turn. If `alpha` is provided as a vector, it will be converted to a one-column matrix, thus interpreting each component as a nearest neighbor smoothing parameter.
`df`	Degrees of freedom to use as the x-axis. 2=trace(L), 3=trace(L'L).

Value

An object with class "gcvplot", containing the smoothing parameters and GCV scores. The actual plot is produced using plot.gcvplot.

Examples

data(ethanol)
plot(gcvplot(NOx~E,data=ethanol,alpha=seq(0.2,1.0,by=0.05)))

locfit

Local Regression, Likelihood and Density Estimation

v1.5-9.4

GPL (>= 2)

Authors

Catherine Loader [aut], Jiayang Sun [ctb], Lucent Technologies [cph], Andy Liaw [cre]

Initial release

2020-03-24