MGLM (version 0.2.3)

BIC: Bayesian information criterion (BIC)

Description

Calculates the Bayesian information criterion (BIC) for a fitted model object.

Usage

# S4 method for MGLMfit
BIC(object)
# S4 method for MGLMreg
BIC(object)
# S4 method for MGLMsparsereg
BIC(object)
# S4 method for MGLMtune
BIC(object)

Value

Returns a numeric value with the corresponding BIC.

For the class "MGLMtune", the function returns BIC based on the optimal tuning parameter.

Arguments

object

MGLM object. "MGLMfit", "MGLMreg", "MGLMsparsereg", or "MGLMtune"

Examples

set.seed(124)
n <- 200
d <- 4
alpha <- rep(1, d-1)
beta <- rep(1, d-1)
m <- 50
Y <- rgdirmn(n, m, alpha, beta)
gdmFit <- MGLMfit(Y, dist="GDM")
BIC(gdmFit)