


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.


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;