Displaying 1 result from an estimated 1 matches for "tracel".
Did you mean:
trace
2005 Nov 17
3
loess: choose span to minimize AIC?
...would act as a wrapper for loess() and return the mimimizing
loess fit for a specified criterion.
loess.aic <- function (x) {
# extract values from loess object
if (!(inherits(x,"loess"))) stop("Error: argument must be a loess object")
span <- x$pars$span
n <- x$n
traceL <- x$trace.hat
sigma2 <- sum( x$residuals^2 ) / (n-1)
delta1 <- x$one.delta
delta2 <- x$two.delta
enp <- x$enp
aicc <- log(sigma2) + 1 + 2* (2*(traceL+1)) / (n-traceL-2)
aicc1<- n*log(sigma2) + n* (
(delta1/(delta2*(n+enp)))/(delta1^2/delta2)-2 )
gcv <- n*sigma2 /...