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view rDiff/src/locfit/m/lcv.m @ 1:08d3a6143873
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author | vipints |
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date | Tue, 08 Oct 2013 06:54:25 -0400 |
parents | 0f80a5141704 |
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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;