BIC.tsdistribution.estimate function

Bayesian Information Criterion

Bayesian Information Criterion

Extract the BIC from an estimated model.

## S3 method for class 'tsdistribution.estimate' BIC(object, ...) ## S3 method for class 'tsdistribution.spdestimate' BIC(object, ...)

Arguments

  • object: an object of class tsdistribution.estimate .
  • ...: not currently used.

Returns

The BIC value (scalar).