bic_lsr: Compute Bayesian information criterion for a mixedLSR model
In mixedLSR: Mixed, Low-Rank, and Sparse Multivariate Regression on High-Dimensional Data
bic_lsr R Documentation
Compute Bayesian information criterion for a mixedLSR model
Description
Compute Bayesian information criterion for a mixedLSR model
Usage
bic_lsr(a, n, llik)
Arguments
a
A list of coefficient matrices.
n
The sample size.
llik
The log-likelihood of the model.
Value
The BIC.
Examples
n <- 50
simulate <- simulate_lsr(n)
model <- mixed_lsr(simulate$x, simulate$y, k = 2, init_lambda = c(1,1), alt_iter = 0)
bic_lsr(model$A, n = n, model$llik)
mixedLSR documentation built on Nov. 10, 2022, 6:17 p.m.
R 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.
| bic_lsr | R Documentation |
Compute Bayesian information criterion for a mixedLSR model
Description
Compute Bayesian information criterion for a mixedLSR model
Usage
bic_lsr(a, n, llik)
Arguments
a |
A list of coefficient matrices. |
n |
The sample size. |
llik |
The log-likelihood of the model. |
Value
The BIC.
Examples
n <- 50 simulate <- simulate_lsr(n) model <- mixed_lsr(simulate$x, simulate$y, k = 2, init_lambda = c(1,1), alt_iter = 0) bic_lsr(model$A, n = n, model$llik)
R 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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.