Bayesian Information Criterion for a Normal-Block Model — BIC.NormalBlockVarBase • normalblockr

Extracts the (variational) BIC of a fitted normal-block model, computed as `deviance + log(n) * nb_param` (lower is better).

Usage

# S3 method for class 'NormalBlockVarBase'
BIC(object, ...)

Arguments

object: An object of class NormalBlockVarBase.
...: not used, only here for S3 compatibility

Value

A scalar: the (variational) BIC.

Examples

ex_data <- generate_normal_block_var_data(n = 50, p = 20, d = 1, q = 3)
data <- NormalBlockData$new(ex_data$Y, ex_data$X)
model <- normal_block(data, blocks = 3, control = NB_control(verbose = FALSE))
BIC(model)
#> [1] 1373.274