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I am trying to implement cross validation to find the apropriate smoothing parameter value for smoothing spline I am able to implement the leave out one , in which one data point is left out , then it is prdicted and RMS is calculated.

the other method is working with an influence martix. Whose S(i,i) elements are considered, according to the formula. I am not able to understand , what defines the nxn influence matrix. Is it the predicted values influence matrix , or data on x or y axis , or somthingelse. enter image description here

I would like to know what is S matrix , and how is it derived. image is from here

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  • $\begingroup$ I have asked this question at many places , but no body is able to answer this. Kindly let me know the answer of this question!!! $\endgroup$
    – user2650443
    Oct 27, 2015 at 10:23

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