lscv.exact {locfit} | R Documentation |
This function performs the exact computation of the least squares cross validation statistic for one-dimensional kernel density estimation and a constant bandwidth.
At the time of writing, it is implemented only for the Gaussian kernel (with the standard deviation of 0.4; Locfit's standard).
lscv.exact(x, alpha, ...)
x |
Numeric data vector |
alpha |
The bandwidth. Note that this function only works with
a constant bandwidth, and in accordance with Locfit's standard, this
can be specified as alpha=c(0,h) . It can also be given as
a single number, which will be interpreted as a constant
(not NN) bandwidth. |
... |
not used. |
A vector of the LSCV statistic and the fitted degrees of freedom.
data(geyser) lscv.exact(geyser,alpha=0.25) # equivalent form using lscv lscv(geyser,alpha=0.25,exact=TRUE)