gaussian.loglik.bic.irlssgd: Log likelihood function for gaussian regression with a prior...

In jonlachmann/GMJMCMC: Genetically Modified Mode Jumping MCMC

Log likelihood function for gaussian regression with a prior p(m)=r*sum(total_width), using subsampling.

Description

Log likelihood function for gaussian regression with a prior p(m)=r*sum(total_width), using subsampling.

Usage

gaussian.loglik.bic.irlssgd(
  y,
  x,
  model,
  complex,
  params = list(r = 1, subs = 0.5)
)

Arguments

y	A vector containing the dependent variable
x	The matrix containing the precalculated features
model	The model to estimate as a logical vector
complex	A list of complexity measures for the features
params	A list of parameters for the log likelihood, supplied by the user

jonlachmann/GMJMCMC documentation built on April 22, 2024, 4:21 a.m.