lambda2gcv: Compute GCV Criterion
Description
The generalized cross-validation or GCV criterion is often used to
select an appropriate smoothing parameter value, by finding the
smoothing parameter that minimizes GCV. This function locates that
value.Usage
lambda2gcv(log10lambda, argvals, y, fdParobj, wtvec=rep(1,length(argvals)))
Arguments
log10lambda
the logarithm (base 10) of the smoothing parameter
argvals
a vector of argument values.
y
the data to be smoothed.
fdParobj
a functional parameter object defining the smooth.
wtvec
a weight vector used in the smoothing.
Value
- 1. $fdParobj[['lambda']] <- 10^log10lambda$
2. smoothlist <- smooth.basks(argvals, y, fdParobj, wtvec)
3. return(smoothlist[['gcv']])
Details
Currently, lambda2gcv