annotate rDiff/src/locfit/m/lcv.m @ 1:08d3a6143873

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author vipints
date Tue, 08 Oct 2013 06:54:25 -0400
parents 0f80a5141704
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1 function g=lcv(varargin)
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2 %
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3 % likelihood cross-validation.
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4 %
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5 % returned vector consists of log-likelihood, trace(H), trace(H'H)
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6 % and cross-validated deviance (-2 * cross-validated log-likelihood).
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7 %
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8 % Author: Catherine Loader.
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10 fit = locfit(varargin{:},'ev','cros');
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11 rs = rsum(fit);
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13 df0 = rs(1);
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14 df1 = rs(2);
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15 llk = rs(3);
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16
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17 g = [llk df0 df1 -2*llk];
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18
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19 return;