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Model selection by BIC over candidate latent dimensions

Source: R/select_model_bic.R
select_model_bic.Rd

For each value in latents, fits a model via fun(Y, X, q) and computes the corresponding BIC. Returns the vector of BIC values in the same order as latents.

Usage

select_model_bic(Y, X, fun, latents)

Arguments

Y

Response matrix (n x p).

X

Covariate matrix (n x d).

fun

Fitting function called as fun(Y, X, q) that returns a fit object.

latents

Integer/numeric vector of candidate latent dimensions.

Value

A numeric vector of BIC values, one per element of latents, in the same order as latents.

Details

A progress bar is displayed via pbapply. The BIC function used must be available in your namespace (e.g., colvR::BIC if you define one, or stats::BIC if you call it explicitly).