BIC.GNARfit: Bayesian Information Criterion for GNAR models

In GNAR: Methods for Fitting Network Time Series Models

Bayesian Information Criterion for GNAR models

Description

Function calculating BIC for GNARfit models.

Usage

## S3 method for class 'GNARfit'
BIC(object, ...)

Arguments

object	a GNARfit object, output from a GNARfit call.
...	additional arguments, not used here.

Details

Smaller BIC values correspond to better fit.

Value

A numeric value corresponding to the BIC. Note that this is the “time-normalised” value of the AIC for the GNAR model, and also removes any proportionality constants in the calculation.

Examples

#BIC for two different GNAR fits for fiveNet data
#GNAR(2,[1,1])
BIC(GNARfit())
#GNAR(2,[1,0])
BIC(GNARfit(betaOrder=c(1,0)))

GNAR documentation built on May 29, 2024, 10:25 a.m.