sic.penalty: Schwarz Information Criterion penalty
Description
The function evaluates the penalty term for Schwarz Information Criterion.
If alpha is greater than 1, the strengthen SIC proposed proposed in Fryzlewicz (2014) is calculated. This routine is typically not called directly by the user;
its name can be passed as an argument to features.
Usage
sic.penalty(n, n.param, alpha = 1, ...)
Value
the penalty term \(\code{n.param}\times(\log(n))^{\code{alpha}}\).
Arguments
n
The number of observations.
n.param
The number of parameters in the model for which the penalty is evaluated.
#*** a simple example how to use the AIC penaltyx <- rnorm(300) + c(rep(1,50),rep(0,250))
w <- not(x)
w.cpt <- features(w, penalty="sic")
w.cpt$cpt[[1]]