opt.RCp

Fit an M-type smoothing spline to the input data with the smoothing parameter chosen by robust Cp.

DESCRIPTION:

Fit an M-type smoothing spline with the smoothing parameter chosen by robust Cp as described in Eva Cantoni and Elvezio Ronchetti, Resistant Selection of the Smoothing Paramater for Smooting Splines, 2001, Statistics and Computing, 11, 141-146.

USAGE:

opt.RCp(xx, yy, bornes.opt, ind.chuber=1.345)

REQUIRED ARGUMENTS:

xx
Values of the predictor variable.
yy
Response variable, of the same length as xx.
bornes.opt
Interval in which the optimal smoothing parameter has to be found.

OPTIONAL ARGUMENTS:

ind.chuber
Tuning constant of the Huber psi function. The default value is set to 1.345.

VALUE:

A list is returned with the following components:
lambda.opt
The optimal value of the smoothing parameter obtained by minimization of the robust Cp criterion.
cv.opt
The value of the robust Cp for the optimal value of the smoothing parameter.
ajust.opt
The fit for the optimal value of the smoothing parameter. It is an object of type frob(). See this function for more details.

REFERENCES:

Eva Cantoni and Elvezio Ronchetti, "Resistant Selection of the Smoothing Paramater for Smooting Splines", 2001, Statistics and Computing, 11, 141-146.

SEE ALSO:

frob,opt.cv

EXAMPLES:


myoptimalfit<- opt.RCp(myx,myy,c(0,1)) 
motif() 
plot(myx,myy) 
lines(myoptimalfit$ajust.opt$x,myoptimalfit$ajust.opt$estim)