ridge.diacomp: Calculation of Generalized Cross-validation
Description
This function calculates generalized cross-validation for ridge regression.
Usage
ridge.diacomp(out.ls, obs, lam)
Arguments
out.ls
an object of class `lsfit'
obs
observations
lam
smoothing parameter for penalized least squares method
Value
rsqR-squared
gcvgeneralized cross-validation for ridge regression.
dfdegree of freedom
Details
This function calculates generalized cross-validation for ridge regression.
References
Oh, H-S. (1999) Spherical wavelets and their statistical analysis with applications to meteorological data. Ph.D. Thesis,
Department of Statistics, Texas A&M University, College Station.
Li, T-H. (1999) Multiscale representation and analysis of spherical data by spherical wavelets.
SIAM Journal on Scientific Computing, 21, 924--953.
Oh, H-S. and Li, T-H. (2004) Estimation of global temperature fields from scattered observations by
a spherical-wavelet-based spatially adaptive method. Journal of the Royal Statistical Society
Ser. B, 66, 221--238.