Hi Dan, On Sat, Sep 5, 2009 at 4:40 PM, <dan.z...@uni-ulm.de> wrote: > Hello, > > I am working on getting optimal lags by using BIC, But I don't know how to > calculate BIC. Is there any code or useful function for it?
The second formula listed on the wikipedia page for BIC seems pretty straightforward to calculate: http://en.wikipedia.org/wiki/Bayesian_information_criterion BIC = n * ln(RSS/n) + k * ln(n) n = number of datapoints in your data RSS = residual sum of squares k = number of free params in your model Otherwise, there is a BIC function in the nlme package and maybe others since I just ran ??bic to find it. Hope that helps, -steve -- Steve Lianoglou Graduate Student: Computational Systems Biology | Memorial Sloan-Kettering Cancer Center | Weill Medical College of Cornell University Contact Info: http://cbio.mskcc.org/~lianos/contact ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
