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tools.eval_measures.hqic()

statsmodels.tools.eval_measures.hqic

statsmodels.tools.eval_measures.hqic(llf, nobs, df_modelwc) [source]

Hannan-Quinn information criterion (HQC)

Parameters:

llf : float

value of the loglikelihood

nobs : int

number of observations

df_modelwc : int

number of parameters including constant

Returns:

hqic : float

information criterion

References

Wikipedia doesn?t say much

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.tools.eval_measures.hqic.html

doc_statsmodels

2017-01-18 16:20:17

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