statsmodels.tools.eval_measures.hqic_sigma(sigma2, nobs, df_modelwc, islog=False)
[source]
Hannan-Quinn information criterion (HQC)
Parameters: |
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Returns: |
hqic – information criterion |
Return type: |
float |
A constant has been dropped in comparison to the loglikelihood base information criteria. These should be used to compare for comparable models.
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© 2006 Jonathan E. Taylor
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http://www.statsmodels.org/stable/generated/statsmodels.tools.eval_measures.hqic_sigma.html