R: Computes Cross-validated Error Sum of Integrated Squared...

fRegress.CV {fda} | R Documentation

## Computes Cross-validated Error Sum of Integrated Squared Errors for a Functional Regression Model

### Description

For a functional regression model, a cross-validated error sum of squares is computed. For a functional dependent variable this is the sum of integrated squared errors. For a scalar response, this function has been superceded by the OCV and gcv elements returned by `fRegress`. This function aids the choice of smoothing parameters in this model using the cross-validated error sum of squares criterion.

### Usage

    #fRegress.CV(y, xfdlist, betalist, wt=NULL, CVobs=1:N,
    #            returnMatrix=FALSE, ...)

    #NOTE:  The following is required by CRAN rules that
    # function names like "as.numeric" must follow the documentation
    # standards for S3 generics, even when they are not.
    # Please ignore the following line:
    ## S3 method for class 'CV'
    fRegress(y, xfdlist, betalist, wt=NULL, CVobs=1:N,
                returnMatrix=FALSE, ...)

### Arguments

`y` | the dependent variable object.
`xfdlist` | a list whose members are functional parameter objects specifying functional independent variables. Some of these may also be vectors specifying scalar independent variables.
`betalist` | a list containing functional parameter objects specifying the regression functions and their level of smoothing.
`wt` | weights for weighted least squares. Defaults to all 1's.
`CVobs` | Indices of observations to be deleted. Defaults to 1:N.
`returnMatrix` | logical: If TRUE, a two-dimensional is returned using a special class from the Matrix package.
`...` | optional arguments not used by `fRegress.CV` but needed for superficial compatibability with `fRegress` methods.

### Value

A list containing

`SSE.CV` | The sum of squared errors, or integrated squared errors
`errfd.cv` | Either a vector or a functional data object giving the cross-validated errors

### See Also

`fRegress`, `fRegress.stderr`

### Examples

    #See the analyses of the Canadian daily weather data.

[Package fda version 2.4.8 Index]