v.sic: The function for model selection criterion value

In Kaukol/IBGS: Variable selection in ultrahigh dimensions using Gibbs sampler

The function for model selection criterion value

Description

The function for model selection criterion value

Usage

v.sic(m.index, y, x, gamma, p0, info, family)

Arguments

m.index	the model index
y	the response variable
x	the predictors
gamma	the tuning parameter to control the penalty
p0	the number of total predictors
info	the selected model selection criterion from AIC, AICc, BIC and exBIC
family	the type of model from linear, logistic, poisson

Value

model selection criterion value for selected model

Kaukol/IBGS documentation built on June 17, 2024, 2:37 p.m.