gcv {locfit} | R Documentation |

## Compute generalized cross-validation statistic.

### Description

The calling sequence for `gcv`

matches those for the
`locfit`

or `locfit.raw`

functions.
The fit is not returned; instead, the returned object contains
Wahba's generalized cross-validation score for the fit.

The GCV score is exact (up to numerical roundoff) if the
`ev="data"`

argument is provided. Otherwise, the residual
sum-of-squares and degrees of freedom are computed using locfit's
standard interpolation based approximations.

For likelihood models, GCV is computed uses the deviance
in place of the residual sum of squares. This produces useful
results but I do not know of any theory validating
this extension.

### Usage

gcv(x, ...)

### Arguments

`x` |
either a numeric vector or a data frame (same as the
arguments to `locfit` ). |

`...` |
other argument to `locfit` . |

### See Also

`locfit`

,
`locfit.raw`

,
`gcvplot`

[Package

*locfit* version 1.1-9

Index]