CorReg (version 1.2.17)

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

# NOT RUN {
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)

# }