ssgetBIC¶
Purpose¶
Computes the Schwarz’s Bayesian information criterion from loglikelihood.
Format¶
-
bic =
ssgetBIC(loglikelihood, df, numObs)¶ - Parameters
loglikelihood (Scalar) – Loglikelihood value.
df (Scalar) – Degrees of freedom.
numObs (Scalar) – Number of observations.
- Returns
bic (Scalar) – Computed Schwarz’ Bayesian information criterion.
Examples¶
// Loglikelihood value
ll = -38.3;
// Degrees of freedom
df_model = 2;
// Number of observations
numObs = 150;
// Compute AIC
bic = ssgetBIC(ll, df_model, numObs);
The code above results in the following:
bic = 86.62