pastas.stats.metrics.bic#
- bic(obs=None, sim=None, res=None, missing='drop', nparam=1)[source]#
Compute the Bayesian Information Criterium (BIC).
- Parameters:
obs (pandas.Series, optional) – Series with the observed values.
sim (pandas.Series, optional) – The Series with the simulated values.
res (pandas.Series, optional) – The Series with the residual values. If time series for the residuals are provided, the sim and obs arguments are ignored. Note that the residuals must be computed as obs - sim here.
nparam (int, optional) – number of calibrated parameters.
missing (str, optional) – string with the rule to deal with missing values. Only “drop” is supported now.
- Return type:
Notes
The Bayesian Information Criterium (BIC) [Akaike, 1979] is computed as follows:
\[\text{BIC} = -2 log(L) + n_{param} * log(N)\]where \(n_{param}\) is the number of calibration parameters.