get_criteria: 'get_criteria'

In halleybrantley/detrendr: Quantile Trend Filtering

Description

get_criteria

Usage

get_criteria(criteria, f_trend, y, tau, D = NULL, df_tol = 1e-09,
  gamma = 1, validID = NULL, yValid = NULL)

Arguments

criteria	label of criteria to be used, must be one of "eBIC", "SIC", "valid"
f_trend	matrix of fitted quantile trend(s)
y	observed data vector
tau	quantile vector
D	discrete differencing matrix (for SIC and eBIC)
df_tol	tolerance for determining degrees of freedom (Dtheta > df_tol)
gamma	parameter for eBIC
validID	index of data to be used for validation (for valid method)
yValid	validation data (for valid method)

halleybrantley/detrendr documentation built on May 30, 2019, 12:43 p.m.