BIC = -2 loglik + d log N (ESL eq 7.35).
Usage
morie_esl_bic_score(loglik, d, N)
Arguments
- loglik
Maximised log-likelihood.
- d
Number of parameters.
- N
Sample size.
Value
Named list: estimate, penalty, aic_penalty, penalises_more_than_aic,
loglik, d, N.
References
Hastie, Tibshirani & Friedman (2009), sec. 7.7.
Examples
morie_esl_bic_score(-16.17, 3, 40)$estimate
#> [1] 43.40664
