Mercurial > repos > vipints > rdiff
annotate rDiff/src/locfit/m/lcv.m @ 0:0f80a5141704
version 0.3 uploaded
| author | vipints |
|---|---|
| date | Thu, 14 Feb 2013 23:38:36 -0500 |
| parents | |
| children |
| rev | line source |
|---|---|
| 0 | 1 function g=lcv(varargin) |
| 2 % | |
| 3 % likelihood cross-validation. | |
| 4 % | |
| 5 % returned vector consists of log-likelihood, trace(H), trace(H'H) | |
| 6 % and cross-validated deviance (-2 * cross-validated log-likelihood). | |
| 7 % | |
| 8 % Author: Catherine Loader. | |
| 9 | |
| 10 fit = locfit(varargin{:},'ev','cros'); | |
| 11 rs = rsum(fit); | |
| 12 | |
| 13 df0 = rs(1); | |
| 14 df1 = rs(2); | |
| 15 llk = rs(3); | |
| 16 | |
| 17 g = [llk df0 df1 -2*llk]; | |
| 18 | |
| 19 return; |