eBIC {rpc} | R Documentation |
Model selection using extended BIC
Description
This function performs model selection using extended BIC and the ridge partial correlation coefficients
Usage
eBIC(rpc.obj)
Arguments
rpc.obj |
an object of class |
Value
BIC.PATH vector of eBIC of each model, starting with the intercept only model.
model.best sorted indices (in increased order) of the model with the smallest EBIC
Author(s)
An Nguyen
Somak Dutta
Maintainer: Somak Dutta <somakd@iastate.edu>
Examples
n <- 50; p <- 400;
trueidx <- 1:3
truebeta <- c(4,5,6)
X <- matrix(rnorm(n*p), n, p) # n x p covariate matrix
y <- 0.5 + X[,trueidx] %*% truebeta + rnorm(n)
res <- rpc(X,y, lambda = 0.1, ncores = 1)
eBIC(res) # model.best: model selected by eBIC
[Package rpc version 2.0.3 Index]