ibr (version 2.0-0)

iterchoiceS1cve: Selection of the number of iterations for iterative bias reduction smoothers with base thin-plate splines smoother or duchon splines smoother

Description

Evaluates at each iteration proposed in the grid the cross-validated root mean squared error (RMSE) and mean of the relative absolute error (MAP). The minimum of these criteria gives an estimate of the optimal number of iterations. This function is not intended to be used directly.

Usage

iterchoiceS1cve(X, y, lambda, df, ddlmini, ntest, ntrain,
Kfold, type, npermut, seed, Kmin, Kmax, m, s)

Value

Returns the values of RMSE and MAP for each value of the grid K. Inf are returned if the iteration leads to a smoother with a df bigger than ddlmaxi.

References

Cornillon, P.-A.; Hengartner, N.; Jegou, N. and Matzner-Lober, E. (2012) Iterative bias reduction: a comparative study. Statistics and Computing, 23, 777-791.

Cornillon, P.-A.; Hengartner, N. and Matzner-Lober, E. (2013) Recursive bias estimation for multivariate regression smoothers Recursive bias estimation for multivariate regression smoothers. ESAIM: Probability and Statistics, 18, 483-502.

Duchon, J. (1977) Splines minimizing rotation-invariant semi-norms in Solobev spaces. in W. Shemp and K. Zeller (eds) Construction theory of functions of several variables, 85-100, Springer, Berlin.

See Also

ibr