BIC for GMM model selection (Geron Ch 8, morie.fn grbic)

BIC = p log n - 2 log L; stricter_than_aic is log n > 2.

Usage

morie_geron_bic_gmm(log_likelihood, n, n_params)

Arguments

log_likelihood

Finite scalar.

n

Observations, >= 1.

n_params

Non-negative count.

Value

List with bic, penalty, penalty_per_param, stricter_than_aic.

Examples

morie_geron_bic_gmm(log_likelihood = 5L, n = 5L, n_params = 5L)
#> $bic
#> [1] -1.95281
#> 
#> $log_likelihood
#> [1] 5
#> 
#> $n_params
#> [1] 5
#> 
#> $penalty
#> [1] 8.04719
#> 
#> $penalty_per_param
#> [1] 1.609438
#> 
#> $stricter_than_aic
#> [1] FALSE
#> 
#> $estimate
#> [1] -1.95281
#> 
#> $n
#> [1] 5
#> 
#> $method
#> [1] "Bayesian information criterion"
#>