KernelReg.cv_loo(bw, func)
[source]
The cross-validation function with leave-one-out estimator.
Parameters: |
|
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Returns: |
L – The value of the CV function. |
Return type: |
float |
Calculates the cross-validation least-squares function. This function is minimized by compute_bw to calculate the optimal value of bw
.
For details see p.35 in [2]
where \(g_{-i}(X_{i})\) is the leave-one-out estimator of g(X) and \(h\) is the vector of bandwidths
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.nonparametric.kernel_regression.KernelReg.cv_loo.html