BIC {VARDetect}R Documentation

BIC and HBIC function

Description

BIC and HBIC function

Usage

BIC(residual, phi, gamma.val = 1)

Arguments

residual

residual matrix

phi

estimated coefficient matrix of the model

gamma.val

hyperparameter for HBIC, if HBIC == TRUE.

Value

A list object, which contains the followings

BIC

BIC value

HBIC

HBIC value


[Package VARDetect version 0.1.8 Index]