R: Compute GCV Criterion

lambda2gcv {fda} | R Documentation

## Compute GCV Criterion

### Description

The generalized cross-validation or GCV criterion is often used to select an appropriate smoothing parameter value, by finding the smoothing parameter that minimizes GCV. This function locates that value.

### Usage

      lambda2gcv(log10lambda, argvals, y, fdParobj, wtvec=rep(1,length(argvals)))

### Arguments

`log10lambda` | the logarithm (base 10) of the smoothing parameter
`argvals` | a vector of argument values.
`y` | the data to be smoothed.
`fdParobj` | a functional parameter object defining the smooth.
`wtvec` | a weight vector used in the smoothing.

### Details

Currently, `lambda2gcv`

### Value

1. fdParobj[['lambda']] <- 10^log10lambda

2. smoothlist <- smooth.basks(argvals, y, fdParobj, wtvec)

3. return(smoothlist[['gcv']])

### See Also

`smooth.basis` `fdPar`

[Package fda version 2.4.8 Index]