cp {locfit} | R Documentation |

## Compute Mallows' Cp for local regression models.

### Description

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
*σ^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.

### Usage

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

### Arguments

`x` |
model formula or numeric vector of the independent variable. |

`...` |
other arguments to `locfit` and/or
`locfit.raw` . |

`sig2` |
residual variance estimate. |

### See Also

`locfit`

,
`locfit.raw`

,
`cpplot`

[Package

*locfit* version 1.1-9

Index]