cp matches those for the
locfit or locfit.raw 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 cpplot function is used.
The Cp score is exact (up to numerical roundoff) if the
ev="data" argument is provided. Otherwise, the residual
sum-of-squares and degrees of freedom are computed using locfit's
standard interpolation based approximations.
cp(x, ..., sig2=1)locfit and/or
locfit.raw.locfit,
locfit.raw,
cpplot