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.