criterion: Calculation of information criterion
In VarReg: Semi-Parametric Variance Regression
criterion R Documentation
Calculation of information criterion
Description
criterion calculates various information criterion for the algorithms in this package
Usage
criterion(n, loglik, param)
Arguments
n
Number of observations
loglik
Loglikelihood from model
param
Number of parameters fit in model
Value
A list of the four IC
aic.c: Akaike information criterion corrected for small samples
aic: Akaike information criterion
bic: Bayesian information criterion
hqc: Hannan-Quinn information criterion
VarReg documentation built on May 31, 2023, 8:44 p.m.
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| criterion | R Documentation |
Calculation of information criterion
Description
criterion calculates various information criterion for the algorithms in this package
Usage
criterion(n, loglik, param)
Arguments
n |
Number of observations |
loglik |
Loglikelihood from model |
param |
Number of parameters fit in model |
Value
A list of the four IC
aic.c: Akaike information criterion corrected for small samplesaic: Akaike information criterionbic: Bayesian information criterionhqc: Hannan-Quinn information criterion
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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