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lcv

PURPOSE ^

likelihood cross-validation.

SYNOPSIS ^

function g=lcv(varargin)

DESCRIPTION ^

 likelihood cross-validation.

 Usage: g=lcv(varargin)

 returned vector consists of log-likelihood, trace(H), trace(H'H)
 and cross-validated deviance (-2 * cross-validated log-likelihood).

 Author: Catherine Loader.

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 function g=lcv(varargin)
0002 % likelihood cross-validation.
0003 %
0004 % Usage: g=lcv(varargin)
0005 %
0006 % returned vector consists of log-likelihood, trace(H), trace(H'H)
0007 % and cross-validated deviance (-2 * cross-validated log-likelihood).
0008 %
0009 % Author: Catherine Loader.
0010 
0011 fit = locfit(varargin{:},'ev','cros');
0012 rs = rsum(fit);
0013 
0014 df0 = rs(1);
0015 df1 = rs(2);
0016 llk = rs(3);
0017 
0018 g = [llk df0 df1 -2*llk];
0019 
0020 return;

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