Bayesian Information Criterion for a Collection of Normal-Block Models — BIC.NormalBlockVarCollection • normalblockr

Returns the (variational) BIC of every model in a collection of normal-block models.

Usage

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

Arguments

object: An object inheriting from NormalBlockVarCollection.
...: not used, only here for S3 compatibility

Value

A numeric vector of BIC values, one per model in the collection.

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)
models <- normal_block(data, blocks = 2:5, control = NB_control(verbose = FALSE))
BIC(models)
#> [1] 1851.834 1581.300 1580.864 1611.773