Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / econometrics-1.0.8 / kernel_regression_cvscore.m

diff --git a/octave_packages/econometrics-1.0.8/kernel_regression_cvscore.m b/octave_packages/econometrics-1.0.8/kernel_regression_cvscore.m
new file mode 100644 (file)
index 0000000..34424e3
--- /dev/null
+++ b/octave_packages/econometrics-1.0.8/kernel_regression_cvscore.m
@@ -0,0 +1,5 @@
+function cvscore = kernel_regression_cvscore(bandwidth, data, depvar)
+       fit = kernel_regression(data, depvar, data, exp(bandwidth), true);
+       cvscore = norm(depvar - fit);
+endfunction
+