mBIC {HSDiC}

Modified Bayesian Information Criterion

Description

Calculate the modified Bayesian information criterion for estimated model.

Usage

mBIC(beta, Y, X)

Arguments

beta

the estimated coefficients.

Y

the response.

X

design matrix with the same order of the columns in beta.

Value

Returns an object with

BIC

a numeric value with the corresponding BIC.

K

the corresponding number of groups.

References

'Pairwise Fusion Approach Incorporating Prior Constraint Information' by Yaguang Li

See Also

BIC