The Bayesian Information Criterion (BIC) for the optimum model.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public double BIC { get; } |
Visual Basic (Declaration) |
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Public ReadOnly Property BIC As Double |
Visual C++ |
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public: property double BIC { double get (); } |
Field Value
A double scalar containing the Bayesian Information Criterion (BIC) for the optimum outlier free series.
Remarks
One of the Compute methods must be called before invoking
this method. Otherwise, an InvalidOperationException
exception is thrown.