choose.cluster.BIC: Choses a subspace for a variable

In psobczyk/varclust: Variables Clustering

Description

Selects a subspace closest to a given variable. To select the subspace, the method considers (for every subspace) a subset of its principal components and tries to fit a linear model with the variable as the response. Then the method chooses the subspace for which the value of BIC was the highest.

Usage

choose.cluster.BIC(
  variable,
  pcas,
  number.clusters,
  show.warnings = FALSE,
  common_sigma = TRUE
)

Arguments

variable	A variable to be assigned.
pcas	Orthogonal basis for each of the subspaces.
number.clusters	Number of subspaces (clusters).
show.warnings	A boolean - if set to TRUE all warnings are displayed, default value is FALSE.
common_sigma	A boolean - if set to FALSE, seperate sigma is estimated for each cluster, default value is TRUE

Value

index Number of most similar subspace to variable.

psobczyk/varclust documentation built on June 18, 2021, 3:02 p.m.