cp                  package:locfit                  R Documentation

_C_o_m_p_u_t_e _M_a_l_l_o_w'_s _C_p _f_o_r _l_o_c_a_l _r_e_g_r_e_s_s_i_o_n _m_o_d_e_l_s.

_D_e_s_c_r_i_p_t_i_o_n:

     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 `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.

_U_s_a_g_e:

     cp(x, ..., sig2=1)

_A_r_g_u_m_e_n_t_s:

       x: model formula

     ...: other arguments to locfit

    sig2: residual variance estimate.

_S_e_e _A_l_s_o:

     `locfit', `locfit.raw', `cpplot'

