lscv

The calling sequence for <code>lscv</code> matches those for the
 <code>locfit</code> or <code>locfit.raw</code> functions.
 Note that this function is only designed for density estimation
 in one dimension. The returned object contains the
 least squares cross validation score for the fit.
The computation of \(\int \hat f(x)^2 dx\) is performed numerically.
 For kernel density estimation, this is unlikely to agree exactly
 with other LSCV routines, which may perform the integration analytically.

htest

Local regression, likelihood and density estimation methods as described in the 1999 book by Loader.

Andy Liaw

locfit

Local Regression, Likelihood and Density Estimation

Catherine Loader

Jiayang Sun

Lucent Technologies 

lscv function

<dl> <dt>x</dt>
<dd>model formula (or numeric vector, if <code>exact=T</code>)</dd> <dt>...</dt>
<dd>other arguments to <code>locfit</code> or
 <code>lscv.exact</code></dd> <dt>exact</dt>
<dd>By default, the computation is approximate.
 If <code>exact=TRUE</code>, exact computation using
 <code>lscv.exact</code> is performed. This uses kernel density estimation
 with a constant bandwidth.</dd></dl>

Arguments

Least Squares Cross Validation Statistic. — lscv

<dl>

 <dt>x</dt>
<dd>model formula (or numeric vector, if <code>exact=T</code>)</dd>

 <dt>...</dt>
<dd>other arguments to <code>locfit</code> or
 <code>lscv.exact</code></dd>

 <dt>exact</dt>
<dd>By default, the computation is approximate.
 If <code>exact=TRUE</code>, exact computation using
 <code>lscv.exact</code> is performed. This uses kernel density estimation
 with a constant bandwidth.</dd>

</dl>

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lscv: Least Squares Cross Validation Statistic.

Description

Usage

Value

Arguments

See Also

Examples