switchNetBIC: Compute the bic.score over a grid of lambda_1 and lambda_2

Description Usage Arguments Details

View source: R/switchNet.R

Description

Compute the bic.score over a grid of lambda_1 and lambda_2

Usage

1
switchNetBIC(X, tau, lambda1, lambda2, tol = 1e-06)

Arguments

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

Details

This function


drjingma/switchNet documentation built on Jan. 12, 2022, 4:14 p.m.