Mercurial > repos > vipints > rdiff
diff rDiff/src/locfit/m/lcv.m @ 0:0f80a5141704
version 0.3 uploaded
author | vipints |
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date | Thu, 14 Feb 2013 23:38:36 -0500 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/rDiff/src/locfit/m/lcv.m Thu Feb 14 23:38:36 2013 -0500 @@ -0,0 +1,19 @@ +function g=lcv(varargin) +% +% likelihood cross-validation. +% +% returned vector consists of log-likelihood, trace(H), trace(H'H) +% and cross-validated deviance (-2 * cross-validated log-likelihood). +% +% Author: Catherine Loader. + +fit = locfit(varargin{:},'ev','cros'); +rs = rsum(fit); + +df0 = rs(1); +df1 = rs(2); +llk = rs(3); + +g = [llk df0 df1 -2*llk]; + +return;