tools.eval_measures.bic()
statsmodels.tools.eval_measures.bic
-
statsmodels.tools.eval_measures.bic(llf, nobs, df_modelwc)
[source] -
Bayesian information criterion (BIC) or Schwarz criterion
Parameters: llf : float
value of the loglikelihood
nobs : int
number of observations
df_modelwc : int
number of parameters including constant
Returns: bic : float
information criterion
References
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tools.eval_measures.bic.html