diff rDiff/src/locfit/m/gcvplot.m @ 0:0f80a5141704

version 0.3 uploaded

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/rDiff/src/locfit/m/gcvplot.m	Thu Feb 14 23:38:36 2013 -0500
@@ -0,0 +1,25 @@
+function g=gcvplot(alpha,varargin)
+%
+% Computes and plots the Generalized Cross-Validation score (GCV)
+% for local fits with different smoothing parameters.
+%
+% The first argument to gcvplot(), alpha, should be a matrix with one
+% or two columns (first column = nearest neighbor component, second
+% column = constant component). Each row of this matrix is, in turn,
+% passed as the 'alpha' argument to gcv() (and locfit()). The results
+% are stored in a matrix, and GCV score ploted against the degrees of
+% freedom.
+
+k = size(alpha,1);
+z = zeros(k,4);
+
+for i=1:k
+  z(i,:) = gcv(varargin{:},'alpha',alpha(i,:));
+end;
+
+plot(z(:,3),z(:,4));
+xlabel('Fitted DF');
+ylabel('GCV');
+
+g = [alpha z];
+return;