Description Usage Arguments Value See Also
Compute the penalized log likelihood for GLM with MIC penalty via R function glm
1 2 | LoglikPenGLM(gamma, group, X, y, lambda, a, family = gaussian(link =
"identity"))
|
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 |
beta |
A p-dimensional vector containing the regression ceofficients. |
The value of the penalized log likelihood function evaluated at beta.
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