pflm.fpca.utils.select_num_pcs_ic#
- select_num_pcs_ic(criterion: Literal['AIC', 'BIC'], y: list[ndarray], t: list[ndarray], obs_grid: ndarray, reg_grid: ndarray, reg_mu: ndarray, mu_obs: ndarray, eig_lambda: ndarray, eig_vector: ndarray, max_components: int = 20, measurement_error_variance: float = 0.0, rho: float | None = None) tuple[ndarray, int][source][source]#
Select number of PCs via AIC/BIC with fdapace-style early stopping.