aicc_full_cpp function

AICc formula for several sets, alternative definition

aicc_full_cpp(h, X_list, mcov_list, S_scale_dist, y_list, negative)

Arguments

• h: numeric specifying the scaling (sigma)
• X_list: List. Contains matrices with the appropriate features of the training data
• mcov_list: List. Contains the covariance matrices of the matrices in X_list
• S_scale_dist: Logical. Indicates whether Mahalanobis distance should be scaled with the number of variables.
• y_list: List. Contains the appropriate (temporary) response variables.
• negative: Logical. Whether to return the negative of the AICc value.

Returns

Scalar with the numeric value of the AICc formula

Author(s)

Martin Jullum