/usr/share/octave/packages/econometrics-1.1.1/kernel_regression_cvscore.m is in octave-econometrics 1:1.1.1-2build2.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | ## Copyright (C) 2006 Michael Creel <michael.creel@uab.es>
##
## This program is free software; you can redistribute it and/or modify it under
## the terms of the GNU General Public License as published by the Free Software
## Foundation; either version 3 of the License, or (at your option) any later
## version.
##
## This program is distributed in the hope that it will be useful, but WITHOUT
## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
## details.
##
## You should have received a copy of the GNU General Public License along with
## this program; if not, see <http://www.gnu.org/licenses/>.
## cvscore = kernel_regression_cvscore(bandwidth, data, depvar)
function cvscore = kernel_regression_cvscore(bandwidth, data, depvar)
fit = kernel_regression(data, depvar, data, exp(bandwidth), true);
cvscore = norm(depvar - fit);
endfunction
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