[R] need help with smooth.spline

[Roger Koenker]

If one repeats the experiments in Craven and Wahba, the paper that
"invented" GCV you find, or at least I found, when I tried to do this
some years ago,  that GCV fails in about 10%
of cases rather catastrophically, and this is a fairly innocuous
setting.  So one way to interpret Brian's comment would be that maybe
it is GCV that is failing, and another choice of lambda might do better.

Obviously, Brian can interpret for himself.  I would only add that in cases
where you really want something with sharp breaks in derivatives then
then the usual L_2 roughness penalties are not very appropriate however
you choose to do the smoothing.

url:	www.econ.uiuc.edu/~roger/my.html	Roger Koenker
email	rkoenker at uiuc.edu			Department of Economics
vox: 	217-333-4558				University of Illinois
fax:   	217-244-6678				Champaign, IL 61820