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locfit (version 1.0-1)

gcv: Compute generalized cross-validation statistic.

Description

The calling sequence for gcv matches those for the locfit or locfit.raw functions. The fit is not returned; instead, the returned object contains Wahba's generalized cross-validation score for the fit.

The GCV 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.

For likelihood models, GCV is computed using -2 times the log-likelihood in place of the residual sum of squares; I know of no results validating this interpretation.

Usage

gcv(x, ...)

Arguments

See Also

locfit, locfit.raw, gcvplot