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CV and GCV for finding smoothness parameter

`gam' in package `mgcv' will let you supply any smoothing parameter you want 
(via argument `sp') and will get the  fit and corresponding GCV score for you 
(`gcv.ubre' in the `gam' object). The CV score you'd have to calculate 
yourself, but `influence.gam' will extract the necessary H_ii. See the 
examples in ?smooth.construct for how to use the truncated polynomial basis 
with mgcv:gam.
On Tuesday 31 March 2009 15:22, Nora Velvet wrote: