mbic {bigstep}R Documentation

mBIC

Description

Calculate mBIC (modified Bayesian Information Criterion).

Usage

mbic(loglik, n, k, p, const = 4)

Arguments

loglik

a numeric, the log-likelihood.

n

an integer > 0, a number of observations.

k

an integer >= 0, a number of selected variables.

p

an integer > 0, a number of all variables or a weight.

const

numeric > 0, the expected number of significant variables.

Value

A number, a value of mBIC.

Examples

mbic(loglik=10, n=100, k=5, p=50)

[Package bigstep version 0.7.4 Index]