Select tuning parameters for sglasso

Select tuning parameters for sglasso

Usage

# S3 method for class 'sglasso'
select(
  obj,
  criterion = c("AIC", "BIC", "EBIC", "GCV", "AICc"),
  ebic_gamma = 0.5,
  ebic_level = c("group", "feature"),
  tol = 1e-08,
  ...
)

Arguments

obj

A fitted sglasso object.

criterion

Selection criterion.

ebic_gamma

EBIC gamma parameter. Default is 0.5.

ebic_level

EBIC penalty level. Use "group" for group-level EBIC or "feature" for feature-level EBIC.

tol

Tolerance used to determine nonzero coefficients.

...

Additional arguments.