gauss_lcv {mig}R Documentation

Likelihood cross-validation for Gaussian kernel density estimation

Description

Likelihood cross-validation criterion function.

Usage

gauss_lcv(x, Sigma, logweights)

Arguments

x

n by d matrix of observations

Sigma

smoothing positive-definite matrix

logweights

log vector of weights

Value

LCV criterion value


[Package mig version 2.0 Index]