mbic: mBIC

In bigstep: Stepwise Selection for Large Data Sets

mBIC

Description

Calculate mBIC (modified Bayesian Information Criterion).

Usage

mbic(loglik, k, n, p, const = 4)

Arguments

loglik	A numeric, the log-likelihood.
k	An integer >= 0, the number of selected variables.
n	An integer > 0, the number of observations.
p	An integer > 0, the number of all variables or a weight.
const	A numeric > 0, the expected number of significant variables.

Value

A number, a value of mBIC.

Examples

mbic(10, 5, 100, 50)

bigstep documentation built on May 31, 2023, 5:36 p.m.