capushe

swMATH28004CRANcapusheMaRDI QIDQ39718

CAlibrating Penalities Using Slope HEuristics

Sylvain Arlot

Last update: 27 November 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.1.1, 0.8, 1.0, 1.1, 1.1.2

Source code repository: https://github.com/cran/capushe

Description

Calibration of penalized criteria for model selection. The calibration methods available are based on the slope heuristics.

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