cp {locfit} | R Documentation |

## Compute Mallows' Cp for local regression models.

### Description

The calling sequence for `cp`

matches those for the
`locfit`

or `locfit.raw`

functions.
The fit is not returned; instead, the returned object contains
Cp criterion for the fit.

Cp is usually computed using a variance estimate from the largest
model under consideration, rather than
`\sigma^2=1`

. This will be done
automatically when the `cpplot`

function is used.

The Cp score is exact (up to numerical roundoff) if the
`ev="data"`

argument is provided. Otherwise, the residual
sum-of-squares and degrees of freedom are computed using locfit's
standard interpolation based approximations.

### Usage

```
cp(x, ..., sig2=1)
```

### Arguments

`x` |
model formula or numeric vector of the independent variable. |

`...` |
other arguments to |

`sig2` |
residual variance estimate. |

### See Also

[Package

*locfit*version 1.5-9.10 Index]