The cpplot function loops through calls to the cp
function (and hence to link{locfit}), using a different
smoothing parameter for each call.
The returned structure contains the Cp statistic for each fit, and can
be used to produce an AIC plot.
Usage
cpplot(..., alpha, sig2)
Value
An object with class "gcvplot", containing the smoothing
parameters and CP scores. The actual plot is produced using
plot.gcvplot.
Arguments
...
arguments to the cp, locfit
functions.
alpha
Matrix of smoothing parameters. The cpplot function
loops through calls to cp, using each row of
alpha as the smoothing parameter in turn. If alpha
is provided as a vector, it will be converted to a one-column
matrix, thus interpreting each component as a nearest neighbor
smoothing parameter.
sig2
Residual variance. If not specified, the residual variance
is computed using the fitted model with the fewest residual degrees
of freedom.