Description Usage Arguments Details
Compute the bic.score over a grid of lambda_1 and lambda_2
1 | switchNetBIC(X, tau, lambda1, lambda2, tol = 1e-06)
|
X |
A p by N data matrix |
tau |
A length 2 vector of change points |
lambda1 |
A candidate sequence of tuning parameters for regime 1 |
lambda2 |
A candidate sequence of tuning parameters for regime 2 |
tol |
Tolerance for declaring an edge |
This function
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