Compute GCV criterion: RSS / (1 - tr(S)/n)^2
Usage
GCV.S(S.type, tt, h, y, Ker = "norm", w = NULL)
Arguments
- S.type
Function to compute smoother matrix.
- tt
Evaluation points.
- h
Bandwidth parameter.
- y
Response vector.
- Ker
Kernel type.
- w
Optional weights.
Examples
tt <- seq(0, 1, length.out = 50)
y <- sin(2 * pi * tt) + rnorm(50, sd = 0.1)
gcv_score <- GCV.S(S.NW, tt, h = 0.1, y = y)