penalty_BirgeMassart_shape1 {PhylogeneticEM} | R Documentation |
Penalty function type Birgé-Massart 1
Description
penalty_BirgeMassart_shape1
is the penalty shape defined by :
pen_shape = (sqrt(K) + sqrt(2 * K * L_K))^2 with sum(exp(- K * L_K)) < infty :
L_K = B + 1/K * log(model_complexity).
Usage
penalty_BirgeMassart_shape1(K, p, model_complexity, B = 0.1)
Arguments
K |
the number of shifts |
p |
the dimension of the data |
model_complexity |
the complexity of the set of models with dimension K |
B |
a non-negative constant. Default is 0.1 (as suggested in Cleynen & Lebarbier 2015) |
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_BaraudGiraudHuet_likelihood
,
penalty_BirgeMassart_shape2
[Package PhylogeneticEM version 1.7.0 Index]