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Modified Bayesian Information Criterion

MBIC.Rd

Generic function to compute the Modified Bayesian Information Criterion for a changepoint detection model.

Usage

MBIC(object, ...)

# Default S3 method
MBIC(object, ...)

# S3 method for class 'logLik'
MBIC(object, ...)

Arguments

object

any object from which a log-likelihood value, or a contribution to a log-likelihood value, can be extracted.

...

some methods for this generic function require additional arguments.

Value

A double vector of length 1

References

Zhang and Seigmmund (2007) for MBIC: doi:10.1111/j.1541-0420.2006.00662.x

See also

stats::BIC()

Other penalty-functions: BMDL(), MDL()