autoselect.shash: Automatic model selection for SinH-ArcSinH continuous norming...

In cNORM: Continuous Norming

Automatic model selection for SinH-ArcSinH continuous norming via BIC

Description

Selects the polynomial degrees for the four components of a cnorm.shash model (\mu, \sigma, \epsilon, \delta) by minimizing BIC over a full grid.

Usage

autoselect.shash(
  age,
  score,
  weights = NULL,
  max_mu = 4,
  max_sigma = 3,
  max_epsilon = 3,
  max_delta = 1,
  min_mu = 1,
  min_sigma = 1,
  min_epsilon = 1,
  min_delta = 0,
  delta = 1,
  control = NULL,
  scale = "T",
  parallel = TRUE,
  n_cores = NULL,
  plot = TRUE,
  verbose = TRUE
)

Arguments

age, score	Numeric vectors of predictor and response values.
weights	Optional numeric vector of observation weights.
max_mu, max_sigma, max_epsilon, max_delta	Maximum polynomial degrees for the four shash parameters. Defaults: 4, 3, 3, 1.
min_mu, min_sigma, min_epsilon	Minimum polynomial degrees (default 1).
min_delta	Minimum degree for \delta. 0 (default) means the fixed-delta variant is included in the search.
delta	Value of \delta used whenever the candidate uses delta_degree = 0 (i.e. fixed delta). Default 1.
control	Optional control list passed to optim.
scale	Norm scale (default "T").
parallel	Logical; attempt parallel execution. Default TRUE.
n_cores	Number of cores. Defaults to all logical cores.
plot	Logical; plot the selected model. Default TRUE.
verbose	Logical; print progress. Default TRUE.

Details

A degree of 0 for \delta is interpreted as a **fixed** \delta (passed to cnorm.shash as delta_degree = NULL) with value taken from the delta argument. This allows the grid search to choose between a fixed and a varying tail-weight model.

Parallel execution is attempted by default. If the workers cannot access the cNORM namespace, the function transparently falls back to sequential execution.

Value

The selected fitted cnormShash model with an additional element $selection containing:

• evaluated: data frame of every combination tried, sorted by BIC.

• selected: list with the chosen degrees and BIC.

See Also

cnorm.shash, autoselect.betabinomial

Examples

## Not run: 
m <- autoselect.shash(elfe$group, elfe$raw)
m$selection$evaluated
summary(m, age = elfe$group, score = elfe$raw)

## End(Not run)

cNORM documentation built on July 13, 2026, 5:08 p.m.