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.
gcv(x, ...)
locfit
,
locfit.raw
,
gcvplot