MBIC function

Modified Bayesian Information Criterion

Generic function to compute the Modified Bayesian Information Criterion for a changepoint detection model.

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.

Returns

A double vector of length 1

References

Zhang and Seigmmund (2007) for MBIC: tools:::Rd_expr_doi("10.1111/j.1541-0420.2006.00662.x")

See Also

stats::BIC()

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