iterchoiceS1e: Number of iterations selection for iterative bias reduction model
Description
Evaluate at each iteration proposed in the grid the value of different
criteria: GCV, AIC, corrected AIC, BIC and gMDL (along with the ddl and sigma
squared). The minimum of these
criteria gives an estimate of the optimal number of iterations.
This function is not intended to be used directly.Usage
iterchoiceS1e(y, K, tUy, eigenvaluesS1, ddlmini, ddlmaxi)
Value
Returns the values of GCV, AIC, corrected AIC, BIC, gMDL, df
and sigma squared for each value of the grid K. Inf are
returned if the iteration leads to a smoother with a df bigger than
ddlmaxi.References
Cornillon, P. A., Hengartner, N. and Matzner-Lober, E. (2009) Recursive
Bias Estimation for high dimensional regression smoothers. submitted.