fdars (version 0.3.3)

CV.S: Cross-Validation for Smoother Selection

Description

Compute leave-one-out cross-validation criterion for a smoother.

Usage

CV.S(S.type, tt, h, y, Ker = "norm", w = NULL)

Value

The cross-validation score (mean squared prediction error).

Arguments

S.type

Function to compute smoother matrix (e.g., S.NW, S.LLR).

tt

Evaluation points.

h

Bandwidth parameter.

y

Response vector to smooth.

Ker

Kernel type.

w

Optional weights.

Examples

tt <- seq(0, 1, length.out = 50)
y <- sin(2 * pi * tt) + rnorm(50, sd = 0.1)
cv_score <- CV.S(S.NW, tt, h = 0.1, y = y)