https://github.com/cran/fields
Tip revision: 8f8fb01c96e0bd7cbf33a3c3066eb0cd7c8f1274 authored by Doug Nychka on 09 February 2006, 12:55:37 UTC
version 2.3
version 2.3
Tip revision: 8f8fb01
gcvfc.f
** finds value of h minimizing the generalized cross-validation
double precision function gcvfc(h,nobs,x,y,wght,c,offset,trace)
parameter(mxM=20000)
implicit double precision (a-h,o-z)
REAL*8 h,trace
REAL*8 x(nobs),y(nobs),wght(nobs)
REAL*8 sy(mxM),diag(mxM),dumm1(1),dumm2(1)
integer job(3),ideriv
data ideriv/0/
data rinf/1e20/
job(1)=3
job(2)=0
job(3)=0
diag(1)=c
diag(2)=offset
call css(h,nobs,x,y,wght,sy,trace,diag,vlam,ndum,dumm1,dumm2,
- job,ideriv,ierr)
gcvfc= vlam
c
c write(*, 100) h, c, offset, trace, vlam
100 format( 5e12.4)
c
c
return
end