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I think BIC is defined incorrectly #77

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helios1014 opened this issue Feb 1, 2023 · 1 comment
Closed

I think BIC is defined incorrectly #77

helios1014 opened this issue Feb 1, 2023 · 1 comment

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@helios1014
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Looking at the code, BIC is defined as n * np.log(sq_error / n) + k * np.log(n).

I have traditionally seen it defined as -2 * loglik + k * log(n)

logLik is only used in your definition of aic and so I am confused as to what the source is for the formulation of BIC you are using.

@cokelaer
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cokelaer commented Aug 8, 2023

@helios1014 you right, the current version is specific to gaussian distribution but here we should use the more generic version indeed. I have changed the code and it should appear in v1.6.0

cokelaer added a commit that referenced this issue Aug 8, 2023
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