LOCFIT: R and S-Plus Help

lscv.exact(x, alpha)

This function performs the exact computation of the least squares cross validation statistic for one-dimensional kernel density estimation and a constant bandwidth.

At the time of writing, it is implemented only for the Gaussian kernel (with the standard deviation of 0.4; Locfit's standard).

x

Numeric data vector

alpha

The bandwidth. Note that this function only works with a constant bandwidth, and in accordance with Locfit's standard, this can be specified as alpha=c(0,h). It can also be given as a single number, which will be interpreted as a constant (not NN) bandwidth.

A vector of the LSCV statistic and the fitted degrees of freedom.

data(geyser)
lscv.exact(geyser,alpha=0.25)
# equivalent form using lscv
lscv(geyser,alpha=0.25,exact=T)

lscv, lscvplot

htest