BIC: BIC and HBIC function
In VARDetect: Multiple Change Point Detection in Structural VAR Models
View source: R/Functions_BSS_SGL.R
BIC R Documentation
BIC and HBIC function
Description
BIC and HBIC function
Usage
BIC(residual, phi, gamma.val = 1)
Arguments
residual
residual matrix
phi
estimated coefficient matrix of the model
gamma.val
hyperparameter for HBIC, if HBIC == TRUE.
Value
A list object, which contains the followings
- BIC
BIC value
- HBIC
HBIC value
VARDetect documentation built on May 10, 2022, 9:07 a.m.
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View source: R/Functions_BSS_SGL.R
| BIC | R Documentation |
BIC and HBIC function
Description
BIC and HBIC function
Usage
BIC(residual, phi, gamma.val = 1)
Arguments
residual |
residual matrix |
phi |
estimated coefficient matrix of the model |
gamma.val |
hyperparameter for HBIC, if HBIC == TRUE. |
Value
A list object, which contains the followings
- BIC
BIC value
- HBIC
HBIC value
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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