MBIC {tidychangepoint} | R Documentation |
Modified Bayesian Information Criterion
Description
Generic function to compute the Modified Bayesian Information Criterion for a changepoint detection model.
Usage
MBIC(object, ...)
## Default S3 method:
MBIC(object, ...)
## S3 method for class 'logLik'
MBIC(object, ...)
Arguments
object |
any object from which a log-likelihood value, or a contribution to a log-likelihood value, can be extracted. |
... |
some methods for this generic function require additional arguments. |
Value
A double
vector of length 1
References
Zhang and Seigmmund (2007) for MBIC: doi:10.1111/j.1541-0420.2006.00662.x
See Also
Other penalty-functions:
BMDL()
,
HQC()
,
MDL()
,
SIC()
[Package tidychangepoint version 1.0.0 Index]