Skip to content

CV and GCV for finding smoothness parameter

2 messages · Nora Velvet, Simon Wood

Nora Velvet
# 
I received an assignment that I have to do in R, but I'm absolutely not very
good at it.
The task is the following:
http://www.nabble.com/file/p22804957/question8.jpg 
 
To do this, we also get the following pieces of code (not in correct order):
http://www.nabble.com/file/p22804957/hints.jpg 

I'm terrible at this and I'm completely stuck. The model I chose can be
found in here:
myknots6 = c(20,24,34)
p.spline8 = spm(accel ~ f(times,basis="trunc.poly",degree=2,knots=myknots6))

Can someone please help me with this task? I'm kind of desperate.

Thank you!
Simon Wood
# 
`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: