penalty | R Documentation |
Compute the penalty function of GGMselect.
penalty(p,n, dmax=min(3,n-3,p-1), K=2.5)
p |
the number of variables. |
n |
the sample size. |
dmax |
integer or |
K |
scalar or vector of real numbers larger than 1. Tuning parameter of the penalty function. |
More details are available on ../doc/Notice.pdf
A matrix of dimension (max(Dmax)+1) x length(K)
.
The entry [d+1,k]
gives the value of the penalty for the dimension d
and the parameter
K[k]
.
Bouvier A, Giraud C, Huet S, Verzelen N
Please use citation("GGMselect")
selectQE
, selectMyFam
,
selectFast
, simulateGraph
,
convertGraph
p=30
n=30
pen <- penalty(p,n, 3)
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