cp {locfit} | R Documentation |
The calling sequence for cp
matches those for the
locfit
or locfit.raw
functions.
The fit is not returned; instead, the returned object contains
Cp criterion for the fit.
Cp is usually computed using a variance estimate from the largest model under consideration, rather than sig2=1. This will be done automatically when the call{cpplot} function is used.
The Cp score is exact (up to numerical roundoff) if the
ev="data"
argument is provided. Otherwise, the residual
sum-of-squares and degrees of freedom are computed using locfit's
standard interpolation based approximations.
cp(x, ..., sig2=1)
x |
model formula |
... |
other arguments to locfit |
sig2 |
residual variance estimate. |