capushe: CAlibrating Penalities Using Slope HEuristics

Calibration of penalized criteria for model selection. The calibration methods available are based on the slope heuristics.

Package details

AuthorSylvain Arlot, Vincent Brault, Jean-Patrick Baudry, Cathy Maugis and Bertrand Michel
MaintainerVincent Brault <[email protected]>
LicenseGPL (>= 2.0)
Version1.1.1
URL http://www.math.u-psud.fr/~brault/capushe.html
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("capushe")

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capushe documentation built on May 1, 2019, 8:43 p.m.