hdBIC: BIC score
In TSdisaggregation: High-Dimensional Temporal Disaggregation
hdBIC R Documentation
BIC score
Description
This function calculates the BIC score that has been shown to work better than ordinary BIC in
high-dimensional scenarios. It uses the variance estimator given in \insertCiteyu2019estimating;textualTSdisaggregation.
Usage
hdBIC(X, Y, covariance, beta)
Arguments
X
Aggregated indicator series matrix that has been GLS rotated.
Y
Low-frequency response vector that has been GLS rotated.
covariance
Aggregated AR covariance matrix.
beta
Estimate of beta from LARS algorithm for a certain lambda.
References
\insertAllCited
TSdisaggregation documentation built on May 19, 2022, 1:06 a.m.
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| hdBIC | R Documentation |
BIC score
Description
This function calculates the BIC score that has been shown to work better than ordinary BIC in high-dimensional scenarios. It uses the variance estimator given in \insertCiteyu2019estimating;textualTSdisaggregation.
Usage
hdBIC(X, Y, covariance, beta)
Arguments
X |
Aggregated indicator series matrix that has been GLS rotated. |
Y |
Low-frequency response vector that has been GLS rotated. |
covariance |
Aggregated AR covariance matrix. |
beta |
Estimate of beta from LARS algorithm for a certain lambda. |
References
\insertAllCitedR Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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