BIC: BIC and HBIC function
In LinearDetect: Change Point Detection in High-Dimensional Linear Regression Models

BIC and HBIC function

1	BIC(residual, phi, gamma.val = 1, method = "MLR")

`residual`	residual matrix
`phi`	estimated coefficient matrix of the model
`gamma.val`	hyperparameter for HBIC, if HBIC == TRUE.
`method`	method name for the model: MLR: Multiple Linear Regression; VAR: Vector autoregression;

A list object, which contains the followings

LinearDetect documentation built on March 22, 2021, 9:06 a.m.

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