mbic {bigstep}

mBIC

Description

Calculate mBIC (modified Bayesian Information Criterion).

Usage

mbic(loglik, k, n, p, const = 4)

Arguments

loglik

A numeric, the log-likelihood.

k

An integer >= 0, the number of selected variables.

n

An integer > 0, the number of observations.

p

An integer > 0, the number of all variables or a weight.

const

A numeric > 0, the expected number of significant variables.

Value

A number, a value of mBIC.

Examples

mbic(10, 5, 100, 50)