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ibr (version 1.3.1)

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

Description

The function iterchoiceA searches the interval from mini to maxi for a minimum of the function which calculates the chosen criterion (critAgcv, critAaic, critAbic, critAaicc or critAgmdl) with respect to its first argument (a given iteration k) using optimize. This function is not intended to be used directly.

Usage

iterchoiceA(n, mini, maxi, eigenvaluesA, tPADmdemiY, DdemiPA, 
ddlmini, ddlmaxi, y, criterion, fraction)

Arguments

Value

A list with components iter and objective which give the (rounded) optimum number of iterations (between Kmin and Kmax) and the value of the function at that real point (not rounded).

Details

See the reference for detailed explanation of A and D. The interval [mini,maxi] is splitted into subintervals using fraction. In each subinterval the function fcriterion is minimzed using optimize (with respect to its first argument) and the minimum (and its argument) of the result of these optimizations is returned.

References

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

See Also

ibr, iterchoiceA