BIC {VARDetect} | R Documentation |
BIC and HBIC function
BIC(residual, phi, gamma.val = 1)
residual |
residual matrix |
phi |
estimated coefficient matrix of the model |
gamma.val |
hyperparameter for HBIC, if HBIC == TRUE. |
A list object, which contains the followings
BIC value
HBIC value