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.
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 pro
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.