www.pudn.com > gcv.rar > gcvfctn.m
function G = gcvfctn(h, s2, fc, rss0, dof0) %GCVFCTN Evaluate generalized cross-validation function. % % gcvfctn(h, s2, fc, rss0, dof0) is the value of the GCV function % for ridge regression with regularization parameter h. The other % input arguments are the squared singular values s2 of the design % matrix; the coefficients fc = U(:, 1:q)'*g, where U is the matrix % of left singular vectors, g is a vector of response variables, % and q = min(n,p) is the smaller of the numbers of rows and % columns of the design matrix; the residual sum of squares of % the (non-regularized) least squares estimate; and the number % of residual degrees of freedom of the (non-regularized) least % squares estimate. % % Auxiliary function for GCV. % Adapted from GCVFUN in Per-Christian Hansen's Regularization % Toolbox. f = h^2 ./ (s2 + h^2); G = (norm(f.*fc)^2 + rss0) / (dof0 + sum(f))^2;