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add GCV or REML #5

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dswah opened this issue Jan 24, 2017 · 2 comments

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dswah commented Jan 24, 2017

need to find optimal lambda vector somehow :)

dswah changed the title ~~add GCV~~ add GCV or REML

Owner Author

dswah commented Jan 30, 2017 •

edited

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Look at pg 128-130 in Simon Wood for GCV!

pg 136 mentions considerations for GLMs.

Owner Author

dswah commented Jan 30, 2017 •

edited

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This is it.
174 lays out GCV and UBRE form GAMs.

(also 182-184 have nice computational details for outer loop optimization of GCV)

dswah closed this as completed

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