Leave-One-Out Cross Validation

Computes the leave-one-out cross validation error of a regression fit object

Usage

LOOCV(fit)

Arguments

fit

a fitted output of `lm` or `glm` or similar

Value

numeric estimate of leave-one-out CV risk

Details

Uses a "shortcut" formula for LOOCV. For details, see formula 5.2 in ISLR by James, Witten, Hastie, and Tibshirani (v2), pg 202