bigstep (version 0.7.1)

mbic2: mBIC2

Description

Calculate mBIC2 (the second version of modified Bayesian Information Criterion).

Usage

mbic2(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 mBIC2.

Examples

mbic2(loglik=10, n=100, k=5, p=50)