Bayesian information criterion (BIC) method

Description

A method to calculate the Bayesian information criterion (BIC), also known as Schwarz's Bayesian criterion of an FLModel object from the value of the obtained log-likelihood stored in its logLik slot.

Generic function

BIC(object)

Methods

signature(object=FLModel) :

BIC of an FLModel object with an specified value for the "penalty".

signature(object=FLModel, k=missing) :

AIC of an FLModel object for which no value of "penalty" is specified, thus k=2.

Author(s)

The FLR Team

See Also

BIC, AIC, FLModel, logLik

Examples

data(nsher)
BIC(nsher)