R: Penalty function type Birgé-Massart 1

penalty_BirgeMassart_shape1 {PhylogeneticEM} | R Documentation

## Penalty function type Birgé-Massart 1

### Description

`penalty_BirgeMassart_shape1` is the penalty shape defined by : pen_shape = (sqrt(K) + sqrt(2 * K * L_K))^2 with sum(exp(- K * L_K)) < infty : L_K = B + 1/K * log(model_complexity).

### Usage

    penalty_BirgeMassart_shape1(K, p, model_complexity, B = 0.1)

### Arguments

`K` | the number of shifts
`p` | the dimension of the data
`model_complexity` | the complexity of the set of models with dimension K
`B` | a non-negative constant. Default is 0.1 (as suggested in Cleymen Lebarbier 2015)

### Details

See Birgé Massart (2001). Must be applied to least-square criterion. This penalty should be calibrated using the slope heuristic.

### Value

value of the penalty

### See Also

`penalty_BaraudGiraudHuet_likelihood`, `penalty_BirgeMassart_shape2`

[Package PhylogeneticEM version 1.1.0 Index]