Compute GCV Criterion
lambda2gcv
Language Reference for FDA Library

Compute GCV Criterion

DESCRIPTION:

The generalized cross-validation or GCV criterion is often used to select an appropriate smoothing parameter value, by finding the smoothing parameter that minimizes GCV. This function locates that value.

USAGE:

lambda2gcv(log10lambda, argvals, y, fdParobj,
           wtvec=rep(1, length(y)), dffactor=1)

REQUIRED ARGUMENTS:

log10lambda
the logarithm (base 10) of the smoothing parameter
argvals
a vector of argument values.
y
the data to be smoothed.
fdParobj
a functional parameter object defining the smooth.

OPTIONAL ARGUMENTS:

wtvec
a weight vector used in the smoothing.
dffactor
a factor used to define the GCV criterion. See smooth.basis for details.

VALUE:

the value of the GCV criterion.