penalty_BirgeMassart_shape2 {PhylogeneticEM} | R Documentation |
Penalty function type Birgé-Massart 2
Description
penalty_BirgeMassart_shape2
is the penalty shape defined by :
pen_shape = C*K_try + log(model_complexity).
It dominates the penalty defined by penalty_BirgeMassart_shape1
.
Usage
penalty_BirgeMassart_shape2(K, p, model_complexity, C = 2.5)
Arguments
K |
the number of shifts |
p |
the dimension of the data |
model_complexity |
the complexity of the set of models with dimension K. |
C |
a non-negative constant. Default is 2.5 (as suggested in Lebarbier 2005) |
Details
See Birgé Massart (2001). Must be applied to least-square criterion. This penalty should be calibrated using the slope heuristic.
Value
value of the penalty.
See Also
penalty_BirgeMassart_shape1
,
penalty_BaraudGiraudHuet_likelihood
[Package PhylogeneticEM version 1.8.0 Index]