searchLbic: Find parameter for Soft thressholding using Bayes Information...

Description Usage Arguments

Description

This functions searches the optimal penalty based on BIC

Usage

1
searchLbic(u, x, v, m = 30, n = dim(x)[1])

Arguments

n

number of observations

w

an initial guess

M

a cross product matrix

m=30

(default) number of splits to tests


mortenarendt/StructuralKnowledgeModl documentation built on May 21, 2019, 11:42 a.m.