penalty_BirgeMassart_shape2: Penalty function type Birgé-Massart 2

In pbastide/PhylogeneticEM: Automatic Shift Detection using a Phylogenetic EM

Penalty function type Birgé-Massart 2

Description

penalty_BirgeMassart_shape2 is the penalty shape defined by : pen_shape = C*K_try + log(model_complexity). It dominates the penalty defined by penalty_BirgeMassart_shape1.

Usage

penalty_BirgeMassart_shape2(K, p, model_complexity, C = 2.5)

Arguments

K	the number of shifts
p	the dimension of the data
model_complexity	the complexity of the set of models with dimension K.
C	a non-negative constant. Default is 2.5 (as suggested in Lebarbier 2005)

Details

See Birgé Massart (2001). Must be applied to least-square criterion. This penalty should be calibrated using the slope heuristic.

Value

value of the penalty.

See Also

penalty_BirgeMassart_shape1, penalty_BaraudGiraudHuet_likelihood

pbastide/PhylogeneticEM documentation built on Feb. 12, 2024, 1:27 a.m.