Capushe, Data-Driven Slope Estimation and Dimension Jump
capushe
AICcapushe
BICcapushe
Class "Capushe"
CAlibrating Penalities Using Slope HEuristics (CAPUSHE)
Model selection by Data-Driven Slope Estimation
Model selection by dimension jump
Plot for capushe
validation
Calibration of penalized criteria for model selection. The calibration methods available in this package are based on the slope heuristics.