AIC: Akaike Information Criterion for Markov Switching models.

In MSwM: Fitting Markov Switching Models

Description

Calculates the Akaike information criterion for one Markov Switching model.

Usage

	AIC(object, ..., k = 2)

Arguments

object	an object of class "MSM.lm" or "MSM.glm".
k	an optional numeric value for the penalty per parameter to be used. The default k=2 is the classical AIC.
...	currently not used.

Value

Returns a numeric value with the corresponding AIC (or BIC, or ..., depending on k).

Author(s)

Jose A. Sanchez-Espigares, Alberto Lopez-Moreno

See Also

Overview: MSwM-package
Classes : MSM.lm, MSM.glm, MSM.fitted
Methods : msmFit,summary,AIC,intervals,msmResid
Plot : plot,plotProb,plotReg,plotDiag

MSwM documentation built on June 6, 2021, 5:06 p.m.