gauss_loo {mig} | R Documentation |
Leave-one-out cross-validation for Gaussian kernel density estimation
Description
Given a data matrix, compute the log density using leave-one-out cross validation, taking in turn an observation as location vector and computing the density of the resulting mixture.
Usage
gauss_loo(x, Sigma, logweights)
Arguments
x |
|
Sigma |
smoothing positive-definite matrix |
logweights |
vector of log weights |
Value
a vector of values for the weighted leave-one-out likelihood
[Package mig version 2.0 Index]