BIC function

Bayesian Information Criterion

Bayesian Information Criterion

Extract the BIC from an estimated model.

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

Arguments

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

Returns

A numeric value.

  • Maintainer: Alexios Galanos
  • License: GPL-2
  • Last published: 2024-10-12