-
Notifications
You must be signed in to change notification settings - Fork 9
/
Copy pathlambda2gcv.Rd
57 lines (53 loc) · 1.4 KB
/
lambda2gcv.Rd
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
\name{lambda2gcv}
\alias{lambda2gcv}
\title{
Compute GCV Criterion
}
\description{
The generalized cross-validation or GCV criterion is often used to
select an appropriate smoothing parameter value, by finding the
smoothing parameter that minimizes GCV. This function locates that
value.
}
\usage{
lambda2gcv(log10lambda, argvals, y, fdParobj, wtvec=rep(1,length(argvals)))
}
\arguments{
\item{log10lambda}{
the logarithm (base 10) of the smoothing parameter
}
\item{argvals}{
a vector of argument values.
}
\item{y}{
the data to be smoothed.
}
\item{fdParobj}{
a functional parameter object defining the smooth.
}
\item{wtvec}{
a weight vector used in the smoothing.
}
}
\details{
Currently, \code{lambda2gcv}
}
\value{
1. \eqn{fdParobj[['lambda']] <- 10^log10lambda}
2. smoothlist <- smooth.basks(argvals, y, fdParobj, wtvec)
3. return(smoothlist[['gcv']])
}
\references{
Ramsay, James O., Hooker, Giles, and Graves, Spencer (2009),
\emph{Functional data analysis with R and Matlab}, Springer, New York.
Ramsay, James O., and Silverman, Bernard W. (2005),
\emph{Functional Data Analysis, 2nd ed.}, Springer, New York.
Ramsay, James O., and Silverman, Bernard W. (2002),
\emph{Applied Functional Data Analysis}, Springer, New York.
}
\seealso{
\code{\link{smooth.basis}}
\code{\link{fdPar}}
}
% docclass is function
\keyword{smooth}