BIC.fars: BIC for a 'fars' Object

In FARS: Factor-Augmented Regression Scenarios

BIC for a fars Object

Description

Computes BIC values for each quantile regression stored in a fars object.

The number of observations used in the BIC penalty term is computed as periods - h, reflecting the effective sample size of the h-step-ahead dynamic quantile regression.

Usage

## S3 method for class 'fars'
BIC(object, ...)

Arguments

object	An object of class fars.
...	Additional arguments passed to the underlying logLik() method.

Value

A named numeric vector of BIC values, one per quantile level.

Examples

fars_result <- compute_fars(
  dep_variable = rnorm(100),
  factors = matrix(rnorm(100 * 3), ncol = 3),
  h = 1
)
BIC(fars_result)

FARS documentation built on Feb. 17, 2026, 5:06 p.m.