BIC_threshold {MissCP} | R Documentation |
BIC_threshold
Description
BIC threshold for final parameter estimation
Usage
BIC_threshold(
beta.final,
k,
m.hat,
brk,
data_y,
data_x = NULL,
b_n = 2,
nlam = 20
)
Arguments
beta.final |
estimated parameter coefficient matrices |
k |
dimensions of parameter coefficient matrices |
m.hat |
number of estimated change points |
brk |
vector of estimated change points |
data_y |
input data matrix (response), with each column representing the time series component |
data_x |
input data matrix (predictor), with each column 1 |
b_n |
the block size |
nlam |
number of hyperparameters for grid search |
Value
lambda.val.best, the tuning parameter lambda selected by BIC.
[Package MissCP version 0.1.0 Index]