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lcv.html 3.4 KB

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  5. <title>Description of lcv</title>
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  18. <!-- ../../menu.html chronux_2_10 --><!-- # locfit --><!-- menu.html m -->
  19. <h1>lcv
  20. </h1>
  21. <h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../../../up.png"></a></h2>
  22. <div class="box"><strong></strong></div>
  23. <h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../../../up.png"></a></h2>
  24. <div class="box"><strong>function g=lcv(varargin) </strong></div>
  25. <h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../../../up.png"></a></h2>
  26. <div class="fragment"><pre class="comment">
  27. likelihood cross-validation.
  28. returned vector consists of log-likelihood, trace(H), trace(H'H)
  29. and cross-validated deviance (-2 * cross-validated log-likelihood).
  30. Author: Catherine Loader.</pre></div>
  31. <!-- crossreference -->
  32. <h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../../../up.png"></a></h2>
  33. This function calls:
  34. <ul style="list-style-image:url(../../../matlabicon.gif)">
  35. <li><a href="locfit.html" class="code" title="function fit=locfit(varargin)">locfit</a> Smoothing noisy data using Local Regression and Likelihood.</li><li><a href="rsum.html" class="code" title="function z = rsum(fit)">rsum</a> </li></ul>
  36. This function is called by:
  37. <ul style="list-style-image:url(../../../matlabicon.gif)">
  38. <li><a href="lcvplot.html" class="code" title="function g=lcvplot(alpha,varargin)">lcvplot</a> </li></ul>
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  40. <h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../../../up.png"></a></h2>
  41. <div class="fragment"><pre>0001 <a name="_sub0" href="#_subfunctions" class="code">function g=lcv(varargin)</a>
  42. 0002 <span class="comment">%</span>
  43. 0003 <span class="comment">% likelihood cross-validation.</span>
  44. 0004 <span class="comment">%</span>
  45. 0005 <span class="comment">% returned vector consists of log-likelihood, trace(H), trace(H'H)</span>
  46. 0006 <span class="comment">% and cross-validated deviance (-2 * cross-validated log-likelihood).</span>
  47. 0007 <span class="comment">%</span>
  48. 0008 <span class="comment">% Author: Catherine Loader.</span>
  49. 0009
  50. 0010 fit = <a href="locfit.html" class="code" title="function fit=locfit(varargin)">locfit</a>(varargin{:},<span class="string">'ev'</span>,<span class="string">'cros'</span>);
  51. 0011 rs = <a href="rsum.html" class="code" title="function z = rsum(fit)">rsum</a>(fit);
  52. 0012
  53. 0013 df0 = rs(1);
  54. 0014 df1 = rs(2);
  55. 0015 llk = rs(3);
  56. 0016
  57. 0017 g = [llk df0 df1 -2*llk];
  58. 0018
  59. 0019 <span class="keyword">return</span>;</pre></div>
  60. <hr><address>Generated on Fri 12-Aug-2011 11:36:15 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/" target="_parent">m2html</a></strong> &copy; 2005</address>
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