ibr (version 1.3.1)

iterchoiceAe: Selection of the number of iterations for iterative bias reduction smoothers

Description

Evaluates at each iteration proposed in the grid the value of different criteria: GCV, AIC, corrected AIC, BIC and gMDL (along with the ddl and sigma squared). The minimum of these criteria gives an estimate of the optimal number of iterations. This function is not intended to be used directly.

Usage

iterchoiceAe(Y, K, eigenvaluesA, tPADmdemiY, DdemiPA, ddlmini,
ddlmaxi)

Value

Returns the values of GCV, AIC, corrected AIC, BIC, gMDL, df and sigma squared for each value of the grid K. Inf are returned if the iteration leads to a smoother with a df bigger than ddlmaxi.

Details

See the reference for detailed explanation of A and D

References

Cornillon, P. A., Hengartner, N. and Matzner-Lober, E. (2009) Recursive Bias Estimation for high dimensional regression smoothers. submitted.

See Also

ibr, iterchoiceA