, nobs, df_modelwc, islog=False)[source]

Bayesian information criterion (BIC) or Schwarz criterion


sigma2 : float

estimate of the residual variance or determinant of Sigma_hat in the multivariate case. If islog is true, then it is assumed that sigma is already log-ed, for example logdetSigma.

nobs : int

number of observations

df_modelwc : int

number of parameters including constant


bic : float

information criterion


A constant has been dropped in comparison to the loglikelihood base information criteria. These should be used to compare for comparable models.