mygcv1(A,b,l)

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

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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.

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
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Version Published Release Notes
1.0.0.0