Usage:

cp(x, ..., sig2=1)

Description:

The calling sequence for cp matches those for the locfit or locfit.raw functions. The fit is not returned; instead, the returned object contains Cp criterion for the fit.

Cp is usually computed using a variance estimate from the largest model under consideration, rather than sig2=1. This will be done automatically when the cpplot function is used.

The Cp score is exact (up to numerical roundoff) if the ev="data" argument is provided. Otherwise, the residual sum-of-squares and degrees of freedom are computed using locfit's standard interpolation based approximations.

Arguments:

x

model formula

...

other arguments to locfit

sig2

residual variance estimate.

See Also:

locfit, locfit.raw, cpplot

Key Words:

locfit