View source: R/model_selection.R
penalty_BirgeMassart_shape2 | R Documentation |
penalty_BirgeMassart_shape2
is the penalty shape defined by :
pen_shape = C*K_try + log(model_complexity).
It dominates the penalty defined by penalty_BirgeMassart_shape1
.
penalty_BirgeMassart_shape2(K, p, model_complexity, C = 2.5)
K |
the number of shifts |
p |
the dimension of the data |
model_complexity |
the complexity of the set of models with dimension K. |
C |
a non-negative constant. Default is 2.5 (as suggested in Lebarbier 2005) |
See Birgé Massart (2001). Must be applied to least-square criterion. This penalty should be calibrated using the slope heuristic.
value of the penalty.
penalty_BirgeMassart_shape1
,
penalty_BaraudGiraudHuet_likelihood
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.