get_bic_fit_2d()
fits the 2ts model with or without individual
level covariates and it returns the BIC of the model.
See also fit2tsmodel_ucminf()
and fit2ts()
.
Usage
get_bic_fit_2d(
lrho,
R,
Y,
Z = NULL,
Bu,
Bs,
Iu,
Is,
Du,
Ds,
Wprior = NULL,
ridge = 0,
control_algorithm = list(maxiter = 20, conv_crit = 1e-05, verbose = FALSE, monitor_ev =
FALSE)
)
Arguments
- lrho
A vector of two elements, the initial values for \(\log_{10}(\varrho_u)\) and \(\log_{10}(\varrho_s)\).
- R
A matrix (or 3d-array) of exposure times of dimension nu by ns (or nu by ns by n).
- Y
A matrix (or 3d-array) of event counts of dimension nu by ns (or nu by ns by n).
- Z
(optional) A regression matrix of covariates values of dimensions n by p.
- Bu
A matrix of B-splines for the
u
time scale of dimension nu by cu.- Bs
A matrix of B-splines for the
s
time scale of dimension ns by cs.- Iu
An identity matrix of dimension nbu by nbu.
- Is
An identity matrix of dimension nbs by nbs.
- Du
The difference matrix over
u
.- Ds
The difference matrix over
s
.- Wprior
An optional matrix of a-priori weights.
- ridge
A ridge penalty parameter: default is 0. This is useful when, in some cases the algorithm shows convergence problems. In this case, set to a small number, for example
1e-4
.- control_algorithm
A list with optional values for the parameters of the iterative processes:
maxiter
The maximum number of iteration for the IWSL algorithm. Default is 20.conv_crit
The convergence criteria, expressed as difference between estimates at iteration i and i+1. Default is1e-5
.verbose
A Boolean. Default isFALSE
. IfTRUE
monitors the iteration process.monitor_ev
A Boolean. Default isFALSE
. IfTRUE
monitors the evaluation of the model over thelog_10(rho_s)
values.