statsmodels.tools.eval_measures.hqic¶
- statsmodels.tools.eval_measures.hqic(llf, nobs, df_modelwc)[source]¶
Hannan-Quinn information criterion (HQC)
- Parameters:¶
- llf{
float
, array_like} value of the loglikelihood
- nobs
int
number of observations
- df_modelwc
int
number of parameters including constant
- llf{
- Returns:¶
- hqic
float
information criterion
- hqic
References
Wikipedia does not say much
Last update:
Oct 12, 2024