ridge.diacomp {SpherWave}R Documentation

Calculation of Generalized Cross-validation

Description

This function calculates generalized cross-validation for ridge regression.

Usage

ridge.diacomp(out.ls, obs, lam) 

Arguments

out.ls an object of class `lsfit'
obs observations
lam smoothing parameter for penalized least squares method

Details

This function calculates generalized cross-validation for ridge regression.

Value

rsq R-squared
gcv generalized cross-validation for ridge regression.
df degree of freedom

References

Oh, H-S. (1999) Spherical wavelets and their statistical analysis with applications to meteorological data. Ph.D. Thesis, Department of Statistics, Texas A&M University, College Station.

Li, T-H. (1999) Multiscale representation and analysis of spherical data by spherical wavelets. SIAM Journal on Scientific Computing, 21, 924–953.

Oh, H-S. and Li, T-H. (2004) Estimation of global temperature fields from scattered observations by a spherical-wavelet-based spatially adaptive method. Journal of the Royal Statistical Society Ser. B, 66, 221–238.

See Also

gcv.lambda, ridge.comp.


[Package SpherWave version 1.1.0 Index]