get_windows_BIC: Choose smoothing parameter using SIC
In halleybrantley/detrendr: Quantile Trend Filtering

get_windows_BIC Selects smoothing parameter using Schwarz Information

get_windows_BIC(y, tau, k, window_size, overlap, lambdaSeq = exp(seq(0,
  14, 1)), df_tol = 1e-09, gamma = 1, plot_lambda = FALSE,
  solver = NULL, criteria = "eBIC", max_iter = 10, eps_abs = 0.05,
  eps_rel = 0.001, update = 10, rho = 5)

`y`	observed data
`tau`	quantile levels at which to evaluate trend
`k`	order of differencing
`window_size`	integer of size of windows, last window may be shorter
`overlap`	number of observations in overlap between windows
`lambdaSeq`	smoothing penalty parameter options to compare
`df_tol`	tolerance for determining degrees of freedom (Dtheta > df_tol)
`gamma`	parameter for eBIC
`plot_lambda`	TRUE/FALSE for plotting lambda by model criteria
`solver`	LP solver, can be "gurobi" or "lpSolve"
`criteria`	criteria to use for lambda selection, must be "eBIC", "SIC", or "valid"
`max_iter`	Maximum number of iteration
`eps_abs`	absolute threshold for stopping criteria
`eps_rel`	relative threshold for stopping criteria
`update`	number of iterations to print residual values
`rho`	ADMM parameter