Last data update: 2014.03.03
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R: Auxiliary function for controlling model selection
sel.control | R Documentation |
Auxiliary function for controlling model selection
Description
Auxiliary function as user interface for model selection. Typically
only used when calling 'jumpoints'
Usage
sel.control(display = FALSE, type = c("bic", "mdl", "rss"), S = 1,
Cn = "log(log(n))", alg = c("stepwise", "lasso"), edf.psi = TRUE)
Arguments
display |
logical to be passed to the argument trace of lars
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type |
the criterion to be used to perform model selection.
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S |
if type="rss" the optimal model is selected when the residual sum of squares decreases
by the threshold S .
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Cn |
if type="bic" a character string (as a function of 'n' ) to specify to generalized BIC.
If Cn=1 the standard BIC is used.
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alg |
which procedure should be used to perform model selection? The value of alg is
passed to the argument 'type' of lars .
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edf.psi |
logical indicating if the number of changepoints should be computed in the model df.
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Details
This function specifies how to perform model seletion, namely how many change points should be selected.
Value
A list with the arguments as components to be used by 'jumpoints' and in turn by 'lars'.
Author(s)
Vito Muggeo
See Also
jumpoints , lars
Results
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