lambda2gcv: Compute GCV Criterion
Description
The generalized cross-validation or GCV criterion is often
used to select an appropriate smoothing parameter value, by
finding the smoothing parameter that minimizes GCV. This
function locates that value.Usage
lambda2gcv(log10lambda, argvals, y, fdParobj,
wtvec=rep(1, length(y)), dffactor=1)
Arguments
log10lambda
the logarithm (base 10) of the smoothing parameter
argvals
a vector of argument values.
y
the data to be smoothed.
fdParobj
a functional parameter object defining the smooth.
wtvec
a weight vector used in the smoothing.
dffactor
a factor used to define the GCV criterion. See
smooth.basis
for details.
Value
- the value of the GCV criterion.