[R] Leave One Out Cross Validation

muddz
Sun, 14 Jun 2009 21:01:28 -0000

Hi All,

I have been trying to get this LOO-Cross Validation method to work on R for
the past 3 weeks but have had no luck. I am hoping someone would kindly help
me.

Essentially I want to code the LOO-Cross Validation for the 'Local
Constant'
and 'Local Linear' constant estimators. I want to find optimal h,
bandwidth.

Thank you very much!
-M


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