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

Source#

ssmain.src