The calling sequence for <code>cp</code> matches those for the
 <code>locfit</code> or <code>locfit.raw</code> functions.
 The fit is not returned; instead, the returned object contains
 Cp criterion for the fit.
Cp is usually computed using a variance estimate from the largest
 model under consideration, rather than
 \(\sigma^2=1\). This will be done
 automatically when the <code>cpplot</code> function is used.
The Cp score is exact (up to numerical roundoff) if the
 <code>ev="data"</code> argument is provided. Otherwise, the residual
 sum-of-squares and degrees of freedom are computed using locfit's
 standard interpolation based approximations.

htest

Local regression, likelihood and density estimation methods as described in the 1999 book by Loader.

Andy Liaw

locfit

Local Regression, Likelihood and Density Estimation

Catherine Loader

Jiayang Sun

Lucent Technologies 

cp function

<dl> <dt>x</dt>
<dd>model formula or numeric vector of the independent variable.</dd> <dt>...</dt>
<dd>other arguments to <code>locfit</code> and/or
 <code>locfit.raw</code>.</dd> <dt>sig2</dt>
<dd>residual variance estimate.</dd></dl>

Arguments

Compute Mallows' Cp for local regression models. — cp

<dl>

 <dt>x</dt>
<dd>model formula or numeric vector of the independent variable.</dd>

 <dt>...</dt>
<dd>other arguments to <code>locfit</code> and/or
 <code>locfit.raw</code>.</dd>

 <dt>sig2</dt>
<dd>residual variance estimate.</dd>

</dl>

cp: Compute Mallows' Cp for local regression models.

Description

Usage

Arguments

See Also