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]