spen_egcv function

C code for smoothing splines with randomized GCV computation.

This function is only intended for an internal use.

spen_egcv(dim, x, y, w, h, QtyPerm, lambda, m, nforApp,
                 EGCVflag, agcv)

Arguments

• dim: vector of sample size.
• x: x-vector in smooth.pen.reg.
• y: y-vector in smooth.pen.reg.
• w: w-vector in smooth.pen.reg.
• h: difference vector for x for internal use.
• QtyPerm: Second order difference for x for internal use.
• lambda: smoothing parameter input for smooth.pen.reg.
• m: vector to store the prediction vector.
• nforApp: Number of iterations for approximate GCV.
• EGCVflag: Logical when GCV is needed.
• agcv: Internal scalar. Set to 0. Stores the approximate GCV.

Details

This is same as smooth.spline except for small changes.

Returns

Does not return anything. Changes the inputs according to the iterations.

See Also

smooth.spline

Author(s)

Arun Kumar Kuchibhotla, arunku@wharton.upenn.edu.