BIC_calc: BIC calculator function

In penalizedcdf: Estimate a Penalized Linear Model using the CDF Penalty Function

BIC calculator function

Description

Function that takes the resulting values of the estimated model as input, to compute BIC

Usage

BIC_calc(X,
         b.tld,
         y,
         n)

Arguments

X	The covariates' matrix
b.tld	The estimated sparse-beta
y	The response variable
n	The number of observation

Value

Returns the BIC value calculated for a single value of the tuning parameter.

Examples

p <- 10
n <- 100
X <- cbind(1, matrix(rnorm(n * p), n , p))
b.s <- c(1, rep(0, p))
b.s[sample(2:p, 3)] <- 1
y <- drop(crossprod(t(X), b.s))
out <- cdfPen(X = X, y = y)


(bic <- BIC_cdfpen(out))
plot(out$lmb, bic, "s")

penalizedcdf documentation built on Feb. 16, 2023, 6:20 p.m.