HQC {tidychangepoint} | R Documentation |
Hannan–Quinn information criterion
Description
Hannan–Quinn information criterion
Usage
HQC(object, ...)
## Default S3 method:
HQC(object, ...)
## S3 method for class 'logLik'
HQC(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. |
Details
Computes the Hannan-Quinn information criterion for a model M
HQC(\tau, M(y|\hat{\theta}_{\tau})) = 2k \cdot \ln{\ln{n}} - 2 \cdot L_M(y|\hat{\theta}_\tau) \,,
where k
is the number of parameters and n
is the number of observations.
See Also
Other penalty-functions:
BMDL()
,
MBIC()
,
MDL()
,
SIC()
Examples
# Compute the HQC
HQC(fit_meanvar(CET, tau = NULL))
HQC(fit_meanshift_norm_ar1(CET, tau = c(42, 330)))
HQC(fit_trendshift(CET, tau = c(42, 81, 330)))
[Package tidychangepoint version 1.0.1 Index]