(RSS / N) / (1 - trace(S) / N)^2 (ESL eq 7.52), smooth.spline's GCV
criterion.
Usage
morie_esl_gcv(y, fitted, trace_S)
Arguments
- y, fitted
Response and fitted values.
- trace_S
Effective degrees of freedom.
Value
Named list: gcv, rss, n.
References
Craven, P. & Wahba, G. (1979). Numerische Mathematik 31.
Examples
morie_esl_gcv(c(1, 2, 3, 5), c(1.1, 1.9, 3.2, 4.8), 2)$gcv
#> [1] 0.1
