SIC function

Schwarz information criterion

SIC(object, ...)

Arguments

• object: a fitted model object for which there exists a logLik method to extract the corresponding log-likelihood, or an object inheriting from class logLik.
• ...: optionally more fitted model objects.

Returns

The value of stats::BIC()

Examples

# The SIC is just the BIC
SIC(fit_meanvar(CET, tau = NULL))
BIC(fit_meanvar(CET, tau = NULL))

See Also

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

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