bic_hat {alqrfe}

Bayesian Information Criteria

Description

Bayesian Information Criteria

Usage

bic_hat(res, theta, tau, N, p, inf)

Arguments

res

Numeric vector, residuals.

theta

Numeric vector, parameters.

tau

Numeric scalar, the percentile.

N

Numeric integer, sample size.

p

Numeric integer, parameter length.

inf

Numeric, internal small quantity.

Value

BIC value