The cross-validation function with leave-one-out estimator
Parameters: | bw: array_like :
func: callable function :
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Returns: | L: float :
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Notes
Calculates the cross-validation least-squares function. This function is minimized by compute_bw to calculate the optimal value of bw
For details see p.35 in [2]
..math:: CV(h)=n^{-1}sum_{i=1}^{n}(Y_{i}-g_{-i}(X_{i}))^{2}
where
is the leave-one-out estimator of g(X) and is the vector of bandwidths