mygcv1(A,b,l)

Version 1.0.0.0 (382 Bytes) by Daniel Vasilaky
Computes Generalized Cross Validation for a given A and b.
0.0
(0)
62 Downloads
Updated 13 Feb 2018

View License

Computes Generalized Cross Validation for a given A and b.
You can call it to obtain an optimal lambda as follows:
lambda=fminbnd(@(l)mygcv(A,b,l),.0001,10); % find optimal l in [.0001,10].
Makes much better predictions than Per Christian Hansen's gcv(). try it.

Cite As

Daniel Vasilaky (2024). mygcv1(A,b,l) (https://www.mathworks.com/matlabcentral/fileexchange/66046-mygcv1-a-b-l), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14SP3
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Data Copy Reduction in Help Center and MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Published Release Notes
1.0.0.0