LoglikPenGLM: Compute the penalized log likelihood for GLM with MIC penalty...

Description Usage Arguments Value See Also

View source: R/LoglikPenGLM.R

Description

Compute the penalized log likelihood for GLM with MIC penalty via R function glm

Usage

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LoglikPenGLM(gamma, group, X, y, lambda, a, family = gaussian(link =
  "identity"))

Arguments

group

The group structure of the model. For example, assume that X has 4 columns and group=c(1,1,2,2). It means the first 2 features form a group of variables and the last 2 features form another group of variables.

X

An n by p design matrix.

y

The n by 1 response vector

lambda

The penalty parameter euqals either 2 in AIC or ln(n) in BIC (by default). It can be specified as any value of the user's own choice.

a

The scale parameter in the hyperbolic tangent function of the MIC penalty. By default, a = 50.

family

a description of the error distribution and link function to be used in the model. It needs to be the result of a call to a family function since glm.fit is used here. In other words, it can NOT be specified as a character string naming a family function nor a family function. See glm and family for details of family functions.

beta

A p-dimensional vector containing the regression ceofficients.

Value

The value of the penalized log likelihood function evaluated at beta.

See Also

glm, family


liqun730/gMIC documentation built on May 22, 2019, 11:52 p.m.