Description Usage Arguments Value Examples
Compute the BIC of a given structure
1 2 |
X |
the dataset |
Z |
binary adjacency matrix of the structure (size p) |
Bic_null_vect |
the BIC of the null hypothesis (used for independent variables) |
Bic_old |
BIC (vector) associated to Zold |
methode |
parameter for OLS (matrix inversion) methode_BIC parameter for OLS (matrix inversion) 1:householderQr, 2:colPivHouseholderQr |
Zold |
another structure with some common parts with Z (allows to compute only the differences, to be faster) |
star |
boolean defining wether classical BIC or BIC* (over-penalized by a hierarchical uniform assumption to avoid over-learning)is computed |
The vector of the BICs associated to each covariate (conditionnal distribution) according to the sub-regression structure.
1 2 3 4 5 6 7 8 9 10 11 | ## Not run:
require(CorReg)
data=mixture_generator(n=15,p=5,valid=0)#dataset generation
Z=data$Z #binary adjacency matrix that describes correlations within the dataset
X=data$X_appr
Bic_null_vect=density_estimation(X=X)$BIC_vect
#Computes the BIC associated to each covariate (optional, BicZ can do it if not given as an input)
#computes the BIC associated to the structure
res=BicZ(X = X,Z = Z,Bic_null_vect=Bic_null_vect)
## End(Not run)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.