reg.bic: BIC for lm.fit

Description Usage Arguments Examples

View source: R/reg.bic.R

Description

Calculate BIC for the outcome of lm.fit This function is built for reg.linreg() for higher efficiency only. It can't be used for calculating BIC in general operation.

Usage

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reg.bic(fit,w)

Arguments

fit

:the outcome of lm.fit

w

:wright

Examples

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X <- as.matrix(cbind(1,EuStockMarkets[,1:2])) # create the design matrix
Y <- as.data.frame(EuStockMarkets)$FTSE
fit <- lm.fit(x = X, y = Y)
w <- rep(1,length(Y))
reg.bic(fit,w)

YRmisc documentation built on March 25, 2020, 5:13 p.m.

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