BIC: Bayesian information criterion (BIC)

In MGLM: Multivariate Response Generalized Linear Models

Bayesian information criterion (BIC)

Description

Calculates the Bayesian information criterion (BIC) for a fitted model object.

Usage

## S4 method for signature 'MGLMfit'
BIC(object)

## S4 method for signature 'MGLMreg'
BIC(object)

## S4 method for signature 'MGLMsparsereg'
BIC(object)

## S4 method for signature 'MGLMtune'
BIC(object)

Arguments

object

MGLM object. "MGLMfit", "MGLMreg", "MGLMsparsereg", or "MGLMtune"

Value

Returns a numeric value with the corresponding BIC.

For the class "MGLMtune", the function returns BIC based on the optimal tuning parameter.

Examples

set.seed(124)
n <- 200
d <- 4
alpha <- rep(1, d-1)
beta <- rep(1, d-1)
m <- 50
Y <- rgdirmn(n, m, alpha, beta)
gdmFit <- MGLMfit(Y, dist="GDM")
BIC(gdmFit)

MGLM documentation built on April 14, 2022, 1:07 a.m.