reg.bic {YRmisc} | R Documentation |
BIC for lm.fit
Description
Calculate BIC for the outcome of lm.fit This function is built for reg.linreg() for higher efficiency only. It can't be used for calculating BIC in general operation.
Usage
reg.bic(fit,w)
Arguments
fit |
:the outcome of lm.fit |
w |
:wright |
Examples
X <- as.matrix(cbind(1,EuStockMarkets[,1:2])) # create the design matrix
Y <- as.data.frame(EuStockMarkets)$FTSE
fit <- lm.fit(x = X, y = Y)
w <- rep(1,length(Y))
reg.bic(fit,w)
[Package YRmisc version 0.1.6 Index]