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- function g=lcv(varargin)
- %
- % likelihood cross-validation.
- %
- % returned vector consists of log-likelihood, trace(H), trace(H'H)
- % and cross-validated deviance (-2 * cross-validated log-likelihood).
- %
- % Author: Catherine Loader.
- fit = locfit(varargin{:},'ev','cros');
- rs = rsum(fit);
- df0 = rs(1);
- df1 = rs(2);
- llk = rs(3);
- g = [llk df0 df1 -2*llk];
- return;
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