我的问题是基于似然函数的cross-validation 算法, 但我的似然函数除了有带宽h,还有另一个参数阈值un,问题如下:
we use leave-one-out cross-validation to select them here. The optimal values for h and un are then obtained by maximizing
CV (h, un) = sum( log f ( Yi ; α^ (xi) ),
where α^ (xi) is the fitted value with the i th αbservation removed and using bandwidth and threshold combination (h, un).
大家有没有这种问题的程序,或者知道同类型问题的包,求解答,不甚感激哈。
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