HQC: Hannan–Quinn information criterion

In tidychangepoint: A Tidy Framework for Changepoint Detection Analysis

Hannan–Quinn information criterion

Description

Hannan–Quinn information criterion

Usage

HQC(object, ...)

## Default S3 method:
HQC(object, ...)

## S3 method for class 'logLik'
HQC(object, ...)

Arguments

object	any object from which a log-likelihood value, or a contribution to a log-likelihood value, can be extracted.
...	some methods for this generic function require additional arguments.

Details

Computes the Hannan-Quinn information criterion for a model M

HQC(\tau, M(y|\hat{\theta}_{\tau})) = 2k \cdot \ln{\ln{n}} - 2 \cdot L_M(y|\hat{\theta}_\tau) \,,

where k is the number of parameters and n is the number of observations.

See Also

stats::BIC(), stats::AIC()

Other penalty-functions: BMDL(), MBIC(), MDL(), SIC()

Examples

# Compute the HQC
HQC(fit_meanvar(CET, tau = NULL))

HQC(fit_meanshift_norm_ar1(CET, tau = c(42, 330)))
HQC(fit_trendshift(CET, tau = c(42, 81, 330)))

tidychangepoint documentation built on April 4, 2025, 4:31 a.m.