R/mon_AIC.R

In CorReg: Linear Regression Based on Linear Structure Between Variables

mon_AIC <- function(theta = theta, Y = Y, X = X, intercept = TRUE) {
   # theta est le vecteur A sans l'ecart-type qu'on calcule donc ici
   if (intercept) {X = cbind(1, X)}
   sigma = sd(Y - X %*% theta)
   theta = c(sigma, theta)
   AIC = -2 * log_likelihood(theta = theta, Y = Y, X = X) + 2 * length(theta[theta != 0])
   return(AIC)
}