This function performs the exact computation of the least squares cross validation statistic for one-dimensional kernel density estimation and a constant bandwidth.
At the time of writing, it is implemented only for the Gaussian kernel (with the standard deviation of 0.4; Locfit's standard).
lscv.exact(x, h=0)
A vector of the LSCV statistic and the fitted degrees of freedom.
Numeric data vector.
The bandwidth. If x
is constructed with
lp()
, the bandwidth should be given there instead.
lscv
,
lscvplot
data(geyser, package="locfit")
lscv.exact(lp(geyser,h=0.25))
# equivalent form using lscv
lscv(lp(geyser, h=0.25), exact=TRUE)
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