locfit: lcvplot – R documentation

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lcvplot

Compute the likelihood cross-validation plot.

Description

The lcvplot function loops through calls to the lcv function (and hence to link{locfit}), using a different smoothing parameter for each call. The returned structure contains the likelihood cross validation statistic for each fit, and can be used to produce an LCV plot.

Usage

lcvplot(..., alpha)

Arguments

`...`	arguments to the `lcv`, `locfit` functions.
`alpha`	Matrix of smoothing parameters. The `aicplot` function loops through calls to `lcv`, using each row of `alpha` as the smoothing parameter in turn. If `alpha` is provided as a vector, it will be converted to a one-column matrix, thus interpreting each component as a nearest neighbor smoothing parameter.

Value

An object with class "gcvplot", containing the smoothing parameters and LCV scores. The actual plot is produced using plot.gcvplot.

Examples

data(ethanol)
plot(lcvplot(NOx~E,data=ethanol,alpha=seq(0.2,1.0,by=0.05)))

locfit

Local Regression, Likelihood and Density Estimation

v1.5-9.4

GPL (>= 2)

Authors

Catherine Loader [aut], Jiayang Sun [ctb], Lucent Technologies [cph], Andy Liaw [cre]

Initial release

2020-03-24