PhylogeneticEM (version 1.0.0)

penalty_BirgeMassart_shape2: Penalty function type Birgé-Massart 2

Description

penalty_BirgeMassart_shape2 is the penalty shape defined by : pen_shape = C*K_try + log(model_complexity). It dominates the penalty defined by penalty_BirgeMassart_shape1.

Usage

penalty_BirgeMassart_shape2(K, p, model_complexity, C = 2.5)

Arguments

K

the number of shifts

p

the dimension of the data

model_complexity

the complexity of the set of models with dimention K.

C

a non-negative constant. Default is 2.5 (as suggested in Lebarbier 2005)

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_BirgeMassart_shape1, penalty_BaraudGiraudHuet_likelihood