lscv                 package:locfit                 R Documentation

_L_e_a_s_t _S_q_u_a_r_e_s _C_r_o_s_s _V_a_l_i_d_a_t_i_o_n _S_t_a_t_i_s_t_i_c.

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

     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.

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

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

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

       x: model formula

     ...: other arguments to locfit

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

     `locfit', `locfit.raw', `lscvplot'

