kern:
Calculate the R square value and mean square error as measures of goodness of fit
Description
To determine the goodness of fit, we calculate the R square value for leave-one-out cross validated regressors.
To determine the googness of approximating regression function, we calculate the mean square error for leave-one-out cross validated regressors.
Usage
kern(h, data_x, data_y, xm)
Arguments
h
Bandwidth chosen after MCMC
xm
Values of true regression function
Value
Values of R square and mean square error