TLIC {TLIC} | R Documentation |
TLIC function based on LIC with T-distributed errors
Description
The TLIC function builds on the LIC function by introducing the assumption that the error term follows a T-distribution, thereby enhancing the length and information optimisation criterion.
Usage
TLIC(X, Y, alpha = 0.05, K = 10, nk = NULL, dist_type = "student_t")
Arguments
X |
is a design matrix |
Y |
is a random response vector of observed values |
alpha |
is the significance level |
K |
is the number of subsets |
nk |
is the sample size of subsets |
dist_type |
is the type where the error term obeys a T-distribution |
Value
MUopt, Bopt, MAEMUopt, MSEMUopt, opt, Yopt
Examples
set.seed(12)
n <- 1200
nr <- 200
p <- 5
data <- terr(n, nr, p, dist_type = "student_t")
TLIC(data$X, data$Y, alpha = 0.05, K = 10, nk = n / 10, dist_type = "student_t")
[Package TLIC version 0.4 Index]