psvmSDR (version 2.0.1)

psdr_bic: Order estimation via BIC-type criterion

Description

Estimation of a structural dimensionality. Choose the k which maximizes a BIC (Bayesian information criterion) value.

Usage

psdr_bic(obj, rho = 0.01, plot = TRUE, ...)

Value

Estimated BIC scores for determining the optimal structural dimension will be returned with plot.

Arguments

obj

The psdr object

rho

Parameter for BIC criterion. Default is 0.01.

plot

Boolean. If TRUE, the plot of BIC values are depicted.

...

Additional arguments to be passed to generic plot function.

Author

Jungmin Shin, , Seung Jun Shin, , Andreas Artemiou

References

Li, B., Artemiou, A. and Li, L. (2011) Principal support vector machines for linear and nonlinear sufficient dimension reduction, Annals of Statistics 39(6): 3182–3210.

See Also

psdr

Examples

# \donttest{
set.seed(1234)
n <- 200; p <- 10;
x <- matrix(rnorm(n*p, 0, 1), n, p)
y <-  x[,1]/(0.5 + (x[,2] + 1)^2) + rnorm(n, 0, .2)
obj <- psdr(x, y, loss="svm")
d.hat <- psdr_bic(obj)
print(d.hat)
# }