model_selection function

Optimal model selection

model_selection function gives the optimal model over the whole plde fits based on information criterian (AIC, BIC). The optimal model is saved at fit$optimal.

model_selection(fit, method = "AIC")

Arguments

• fit: Entire list of plde fit by all tuning parameters
• method: model selection criteria. 'AIC' or 'BIC' is used. Default is 'AIC'.

Author(s)

JungJun Lee, Jae-Hwan Jhong, Young-Rae Cho, SungHwan Kim, Ja-yong Koo

References

JungJun Lee, Jae-Hwan Jhong, Young-Rae Cho, SungHwan Kim and Ja-Yong Koo. "Penalized Log-density Estimation Using Legendre Polynomials." Submitted to Communications in Statistics - Simulation and Computation (2017), in revision.