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Select structural dimension

Source: R/dimension_selection.R
select_dimension.Rd

Fits linear models on SDR scores for candidate dimensions and computes information criteria.

Usage

select_dimension(
  scores,
  y,
  d_max = 10,
  complexity = c("C1", "C1F"),
  eps = 1e-10
)

Arguments

scores

Matrix of SDR scores.

y

Numeric response vector.

d_max

Maximum candidate dimension.

complexity

Complexity measure for ICOMP.

eps

Eigenvalue floor.

Value

A data frame of criteria by candidate dimension.

Examples

scores <- as.matrix(mtcars[, c("wt", "hp", "disp")])
dimension_table <- select_dimension(
  scores = scores,
  y = mtcars$mpg,
  d_max = 2
)
dimension_table
#>   d      AIC      BIC     CAIC    ICOMP   CICOMP
#> 1 1 166.0294 170.4266 173.4266 163.7341 177.1313
#> 2 2 156.6523 162.5153 166.5153 161.0673 178.9303