CV_reg {OSCV} | R Documentation |
The cross-validation (CV) function in the regression context.
Description
Computing , the value of the CV function in the regression context.
Usage
CV_reg(h, desx, y)
Arguments
h |
numerical vector of bandwidth values, |
desx |
numerical vecror of design points, |
y |
numerical vecror of data values corresponding to the design points |
Details
The CV function is a measure of fit of the regression estimate to the data. The local linear estimator based on the Gaussian kernel is used. The cross-validation bandwidth is the minimizer of the CV function.
Value
The vector of values of for the correponsing vector of
values.
References
Stone, C.J. (1977) Consistent nonparametric regression. Annals of Statistics, 5(4), 595-645.
See Also
loclin
, h_ASE_reg
, ASE_reg
, OSCV_reg
.
Examples
## Not run:
# Example (Old Faithful geyser). Take x=waiting time; y=eruption duration. The sample size n=272.
xdat=faithful[[2]]
ydat=faithful[[1]]
harray=seq(0.5,10,len=100)
cv=CV_reg(harray,xdat,ydat)
R=range(xdat)
h_cv=round(optimize(CV_reg,c(0.01,(R[2]-R[1]/4)),desx=xdat,y=ydat)$minimum,digits=4)
dev.new()
plot(harray,cv,'l',lwd=3,xlab="h",ylab="CV(h)",main="CV function for the Old Faithful
geyser data", cex.lab=1.7,cex.axis=1.7,cex.main=1.5)
legend(6,0.155,legend="n=272",cex=1.8,bty="n")
legend(1,0.18,legend=paste("h_CV=",h_cv),cex=2,bty="n")
## End(Not run)
[Package OSCV version 1.0 Index]