hbic: High Dimensional BIC.

Description Usage Arguments Value

View source: R/hbic.R

Description

High Dimensional BIC.

Usage

1
hbic(coefs, tau, x, y, largep)

Arguments

coefs

matrix of coefficients.

tau

scalar between 0 and 1 corresponding to the conditional quantile.

x

design matrix used in fitting the model.

y

vector containing the values of the outcome used in fitting the model.

Value

a vector of HBIC values


Scott-Coggeshall/bigrq documentation built on Dec. 13, 2020, 7:49 a.m.