view rDiff/src/locfit/m/lcv.m @ 3:29a698dc5c7e default tip

Merge multiple heads.
author Dave Bouvier <dave@bx.psu.edu>
date Mon, 27 Jan 2014 14:15:36 -0500
parents 0f80a5141704
children
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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;