dimJump.R: Data driven calibration of the penalty function

Description Usage Arguments Details Value Author(s) References See Also Examples

Description

Data driven calibration of the penalty function using the dimension jump version of the "slope heuristics".

Usage

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  dimJump.R(fileOrData, h = integer(), N = integer(), header = logical())

Arguments

fileOrData

A character string or a data frame (see details). If a data frame, it must contain columns named logLik and dim. If a file, it must be as the one produced by backward.explorer.

h

An integer defining the size of the sliding window used to find the biggest jump.

N

The size of the sample data (number of rows).

header

The indication of whether the file contains header or not.

Details

This function is a dimension jump version of the so called slope heuristics for the calibration of penalty function using the data.

Value

Assume that the penalty function is in the form

pen≤ft(K,S\right) = α*λ*dim≤ft(K,S\right)

, where

It returns a list containing two candidate values of λ and their bounds. It also produces a graphic that illustrates the "slope heuristics".

Author(s)

Wilson Toussile

References

See Also

backward.explorer for exploration of competing models space, model.selection.R for final selection.

Examples

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# genotype2_ExploredModels was obtained via backward.explorer.
data(genotype2_ExploredModels)
outDimJump = dimJump.R(genotype2_ExploredModels, N = 1000, h = 5, header = TRUE)
outDimJump[[1]]

ClustMMDD documentation built on May 2, 2019, 2:44 p.m.