cp {locfit}

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 locfit and/or locfit.raw.

sig2

residual variance estimate.

See Also

locfit, locfit.raw, cpplot