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]