cp                  package:locfit                  R Documentation

_C_o_m_p_u_t_e _M_a_l_l_o_w_s' _C_p _f_o_r _l_o_c_a_l _r_e_g_r_e_s_s_i_o_n _m_o_d_e_l_s.

_D_e_s_c_r_i_p_t_i_o_n:

     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 sigma^2=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.

_U_s_a_g_e:

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

_A_r_g_u_m_e_n_t_s:

       x: model formula or numeric vector of the independent variable.

     ...: other arguments to 'locfit' and/or 'locfit.raw'.

    sig2: residual variance estimate.

_S_e_e _A_l_s_o:

     'locfit', 'locfit.raw', 'cpplot'

