AIC: Akaike's Information Criterion (AIC)

In MGLM: Multivariate Response Generalized Linear Models

Description

Calculates the Akaike's information criterion (AIC) for a fitted model object.

Usage

## S4 method for signature 'MGLMfit'
AIC(object)

## S4 method for signature 'MGLMreg'
AIC(object)

## S4 method for signature 'MGLMsparsereg'
AIC(object)

## S4 method for signature 'MGLMtune'
AIC(object)

Arguments

object

MGLM object. "MGLMfit", "MGLMreg", "MGLMsparsereg", or "MGLMtune"

Value

Returns a numeric value with the corresponding AIC.

For the class "MGLMtune", the function returns AIC based on the optimal tuning parameter.

Examples

set.seed(124)
n <- 200
d <- 4
alpha <- rep(1, d-1)
beta <- rep(1, d-1)
m <- 50
Y <- rgdirmn(n, m, alpha, beta)
gdmFit <- MGLMfit(Y, dist="GDM")
AIC(gdmFit)

Example output

[1] 3653.231

MGLM documentation built on May 2, 2019, 1:38 p.m.