Extract GCV Value — get_gcv • mhpfilter

Extract the generalized cross-validation (GCV) value from Modified HP filter results.

Usage

get_gcv(x)

Arguments

x: Result from mhp_filter (either data.table or mhp object).

Value

Numeric. The GCV value at the optimal lambda.

Examples

set.seed(123)
result <- mhp_filter(cumsum(rnorm(100)), max_lambda = 10000)
get_gcv(result)
#> [1] 1.346882

# With mhp object
result_obj <- mhp_filter(cumsum(rnorm(100)), max_lambda = 10000, as_dt = FALSE)
get_gcv(result_obj)
#> [1] 1.14044