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### Copyright (C) 1998
### Berwin A. Turlach <bturlach@stats.adelaide.edu.au>
### Bill Venables <wvenable@stats.adelaide.edu.au>
###
### This library is free software; you can redistribute it and/or
### modify it under the terms of the GNU Library General Public
### License as published by the Free Software Foundation; either
### version 2 of the License, or (at your option) any later version.
###
### This library 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
### Library General Public License for more details.
###
### You should have received a copy of the GNU Library General Public
### License along with this library; if not, write to the Free Software
### Foundation, Inc., 59 Temple Place, Suite 330, Boston,
### MA 02111-1307 USA
gcv <- function(object, ...) UseMethod("gcv")
gcv.l1ce <- function(object,
type = c("OPT", "Tibshirani"),
gen.inverse.diag = 0, ...)
{
type <- match.arg(type)
covdf <- vcov(object,type,gen.inverse.diag)
rss <- deviance(object)
n <- length(object$fitted)
res <- rss/((1-covdf$df[1]/n)^2*n)
cbind(bound=object$bound, gcv=res)
}
gcv.l1celist <- function(object, type = c("OPT", "Tibshirani"),
gen.inverse.diag = 0, ...)
{
type <- match.arg(type)
covdf <- vcov(object,type,gen.inverse.diag)
rss <- deviance(object)
rssdf <- do.call("rbind",lapply(covdf, "[[", "df"))[,1]
n <- length(object[[1]]$fitted)
res <- rss/((1-rssdf/n)^2*n)
cbind(bound=aux(object), gcv = res)
}
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