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ibr (version 1.3.1)

iterchoiceS1: Number of iterations selection for iterative bias reduction model

Description

The function iterchoiceS1 searches the interval from mini to maxi for a minimum of the function which calculates the chosen criterion (critS1gcv, critS1aic, critS1bic, critS1aicc or critS1gmdl) with respect to its first argument (a given iteration k) using optimize. This function is not intended to be used directly.

Usage

iterchoiceS1(n, mini, maxi, tUy, eigenvaluesS1, 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

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, iterchoiceS1