lscv {locfit}R Documentation

Least Squares Cross Validation Statistic.

Description

The calling sequence for lscv matches those for the locfit or locfit.raw 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 integrtion analytically.

Usage

lscv(x, ...,en=2)

Arguments

x model formula
... other arguments to locfit

See Also

locfit, locfit.raw, lscvplot


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