BIC {Matrix} | R Documentation |
This generic function calculates the Bayesian information criterion, also known as Schwarz's Bayesian criterion (SBC), for one or several fitted model objects for which a log-likelihood value can be obtained, according to the formula -2*log-likelihood + npar*log(nobs), where npar represents the number of parameters and nobs the number of observations in the fitted model.
BIC(object, ...)
object |
An object of a suitable class for the BIC to be
calculated - usually a logLik object
created by a call to the logLik generic.
|
... |
Some methods for this generic function may take additional, optional arguments. At present none do. |
if just one object is provided, returns a numeric value with the
corresponding BIC; if more than one object are provided, returns a
data.frame
with rows corresponding to the objects and columns
representing the number of parameters in the model (df
) and the
BIC.
Schwarz, G. (1978) Estimating the Dimension of a Model, Annals of Statistics 6, 461–464.