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lcv

Compute Likelihood Cross Validation Statistic.


Description

The calling sequence for lcv matches those for the locfit or locfit.raw functions. The fit is not returned; instead, the returned object contains likelihood cross validation score for the fit.

The LCV score is exact (up to numerical roundoff) if the ev="cross" argument is provided. Otherwise, the influence and cross validated residuals are computed using locfit's standard interpolation based approximations.

Usage

lcv(x, ...)

Arguments

x

model formula

...

other arguments to locfit

See Also


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

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