lscv {locfit} | R Documentation |

## Least Squares Cross Validation Statistic.

### Description

The calling sequence for `lscv`

matches those for the
`locfit`

or `locfit.raw`

functions.
Note that this function is only designed for density estimation
in one dimension. The returned object contains the
least squares cross validation score for the fit.

The computation of `\int \hat f(x)^2 dx`

is performed numerically.
For kernel density estimation, this is unlikely to agree exactly
with other LSCV routines, which may perform the integration analytically.

### Usage

```
lscv(x, ..., exact=FALSE)
```

### Arguments

`x` |
model formula (or numeric vector, if |

`...` |
other arguments to |

`exact` |
By default, the computation is approximate.
If |

### Value

A vector consisting of the LSCV statistic and fitted degrees of freedom.

### See Also

`locfit`

,
`locfit.raw`

,
`lscv.exact`

`lscvplot`

### Examples

```
# approximate calculation for a kernel density estimate
data(geyser, package="locfit")
lscv(~lp(geyser,h=1,deg=0), ev=lfgrid(100,ll=1,ur=6), kern="gauss")
# same computation, exact
lscv(lp(geyser,h=1),exact=TRUE)
```

*locfit*version 1.5-9.10 Index]