This functions searches the optimal penalty based on BIC
1 | searchLbic(u, x, v, m = 30, n = dim(x)[1])
|
n |
number of observations |
w |
an initial guess |
M |
a cross product matrix |
m=30 |
(default) number of splits to tests |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.