Calculates the Extended Bayesian Information Criterion (EBIC) of a model.
Used for model selection to asses the fit of the multinomial logit-Normal
model which includes a graphical lasso penalty.
Usage
ebic(l, n, d, df, gamma)
Value
The value of the EBIC.
Arguments
l
Log-likelihood estimates of the model
n
Number of rows of the data set for which the log-likelihood has been
calculated
d
The size of the (k-1) by (k-1) covariance matrix of a
k by k count-compositional data matrix
df
Degrees of freedom
gamma
A tuning parameter. Larger values means more penalization