HQC function

Hannan–Quinn information criterion

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 $M$

where $k$ is the number of parameters and $n$ is the number of observations.

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)))

See Also

stats::BIC(), stats::AIC()

Other penalty-functions: BMDL(), MBIC(), MDL(), SIC()