CorReg (version 1.0.5)

BicZ: Compute the BIC of a given structure

Description

Compute the BIC of a given structure

Usage

BicZ(X = X, Z = Z, Bic_null_vect = NULL, Bic_old = NULL, methode = 1,
  Zold = NULL, star = FALSE)

Arguments

X

the dataset

Z

binary adjacency matrix of the structure (size p)

Bic_null_vect

the BIC of the null hypothesis (used for independent variables)

Bic_old

BIC (vector) associated to Zold

methode

parameter for OLS (matrix inversion) methode_BIC parameter for OLS (matrix inversion) 1:householderQr, 2:colPivHouseholderQr

Zold

another structure with some common parts with Z (allows to compute only the differences, to be faster)

star

boolean defining wether classical BIC or BIC* (over-penalized by a hierarchical uniform assumption to avoid over-learning)is computed

Value

• The vector of the BICs associated to each covariate (conditionnal distribution) according to the sub-regression structure.

Examples

require(CorReg)
data=mixture_generator(n=15,p=5,valid=0)#dataset generation
Z=data$Z #binary adjacency matrix that describes correlations within the dataset
X=data$X_appr
Bic_null_vect=density_estimation(X=X)$BIC_vect
#Computes the BIC associated to each covariate (optional, BicZ can do it if not given as an input)
#computes the BIC associated to the structure
res=BicZ(X = X,Z = Z,Bic_null_vect=Bic_null_vect)