mygcv1(A,b,l)

版本 1.0.0.0 (382 字节) 作者: Daniel Vasilaky
Computes Generalized Cross Validation for a given A and b.
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更新时间 2018/2/13

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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.

引用格式

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

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1.0.0.0