PhylogeneticEM (version 1.0.0)

penalty_BirgeMassart_shape1: 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 dimention of the data

model_complexity

the complexity of the set of models with dimention K

B

a non-negative constant. Default is 0.1 (as suggested in Cleymen Lebarbier 2015)

Value

value of the penalty

Details

See Birge Massart (2001). Must be applied to least-square crierion. This penalty should be calibrated using the slope heuristic.

See Also

penalty_BaraudGiraudHuet_likelihood, penalty_BirgeMassart_shape2