This internal function, called by fosr()
when method="OLS"
,
performs efficient leave-one-function-out cross-validation using
Demmler-Reinsch orthogonalization to choose the smoothing parameter.
lofocv(Y, X, S1, argvals, lamvec = NULL, constr = NULL, maxlam = NULL)
matrix of responses, e.g. with columns corresponding to basis function coefficients.
model matrix.
penalty matrix.
values where the functions are evaluated
vector of candidate smoothing parameter values. If
NULL
, smoothing parameter is chosen by optimize
.
matrix of linear constraints.
maximum smoothing parameter value to consider (when
lamvec=NULL
).
if lamvec=NULL
, a list (returned by optimize
) with
elements minimum
and objective
giving, respectively, the
chosen smoothing parameter and the associated cross-validation score.
Otherwise a 2-column table with the candidate smoothing parameters in the
first column and the corresponding cross-validation scores in the second.