kern {bbemkr}R Documentation

Calculate the R square value and mean square error as measures of goodness of fit

Description

To determine the goodness of fit, we calculate the R square value for leave-one-out cross validated regressors. To determine the googness of approximating regression function, we calculate the mean square error for leave-one-out cross validated regressors.

Usage

kern(h, data_x, data_y, xm)

Arguments

h

Bandwidth chosen after MCMC

data_x

Regressors

data_y

Response

xm

Values of true regression function

Value

Values of R square and mean square error

Author(s)

Han Lin Shang

See Also

nrr


[Package bbemkr version 2.0 Index]