?? gcvfctn.m
字號:
function g = gcvfctn(h, d, fc2, trS0, dof0)%GCVFCTN Evaluate object function for generalized cross-validation.%% GCVFCTN(h, d, fc2, trS0, dof0) returns the function values of the% generalized cross-validation object function%% trace [ S0 + F' * diag(g.^2) * F ]% G(h) = ---------------------------------- % ( dof0 + sum(g) )^2%% where g = h^2 ./ (d + h^2) = 1 - d.^2 ./ (d + h^2). The argument h% of the GCV function is the regularization parameter, and d is a% column vector of eigenvalues (see GCVRIDGE for the meaning of the% other symbols above). GCVFCTN is an auxiliary routine that is% called by GCVRIDGE. The input arguments are defined in GCVRIDGE:%% h: regularization parameter,% d: column vector of eigenvalues of cov(X),% fc2: row sum of squared Fourier coefficients, fc2=sum(F.^2, 2),% trS0: trace(S0) = Frobenius norm of generic part of residual matrix,% dof0: degrees of freedom in estimate of residual covariance% matrix when regularization parameter is set to zero % Adapted from GCVFUN in Per Christian Hansen's REGUTOOLS Toolbox. filfac = (h^2) ./ (d + h^2); g = ( sum(filfac.^2 .* fc2) + trS0 ) / (dof0 + sum(filfac))^2;
?? 快捷鍵說明
復制代碼
Ctrl + C
搜索代碼
Ctrl + F
全屏模式
F11
切換主題
Ctrl + Shift + D
顯示快捷鍵
?
增大字號
Ctrl + =
減小字號
Ctrl + -