regret: Multinomial Regret Term

In SCCI: Stochastic Complexity-Based Conditional Independence Test for Discrete Data

Description

Calculates the multinomial regret term for for a discrete random variable with domain size k and sample size n (see Silander et al. 2018). Note that we use the logarithm to basis 2 to calculate the result. To compare the results to Silander et al. (2018), we need to multiply the result with log(2) to compare the results.

Usage

regret(n,k)	

Arguments

n	Integer (sample size)
k	Integer (domain size)

References

Tomi Silander, Janne Leppä-aho, Elias Jääsaari, Teemu Roos; Quotient normalized maximum likelihood criterion for learning bayesian network structures, Proceedings of the 21nd International Conference on Artificial Intelligence and Statistics (AISTATS), PMLR, 2018

Examples

regret(50,10)           ## 19.1
regret(50,10) * log(2)  ## 13.24 (see Silander et al. 2018)

SCCI documentation built on June 4, 2019, 5:03 p.m.