tools.eval_measures.bic_sigma()
statsmodels.tools.eval_measures.bic_sigma
-
statsmodels.tools.eval_measures.bic_sigma(sigma2, nobs, df_modelwc, islog=False)[source] -
Bayesian information criterion (BIC) or Schwarz criterion
Parameters: 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.
