statsmodels.gam.gam_cross_validation.gam_cross_validation.MultivariateGAMCVPath.fit

MultivariateGAMCVPath.fit(**kwargs)

Perform the cross-validation search over the alphas grid

Parameters:

**kwargs

Keyword arguments passed to the fit method of the gam model.

Returns:

selfMultivariateGAMCVPath

instance with cv_error, cv_std and alpha_cv set