Calculate of GCV criterion function.
GCV can be calculated as follows:
\[GCV(\lambda) = \frac{\rho}{\left[1 - \sum_{i=1}^r w_i(\lambda)\right]^2},\]
where \(\rho\) is the squared residual norm and \(w_i(\lambda)\) is the
window function.
- Parameters:
beta (float) – regularization parameter
- Returns:
the value of GCV function at given regularization parameter
- Return type:
float