AICc: Computes posterior sample of the pointwise corrected AIC...

Description Usage Arguments Value Author(s) Examples

View source: R/log_lik.R

Description

Convenience function for computing the pointwise corrected Akaike Information Criteria method from a varstan object.

Usage

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AICc(x)

Arguments

x

A varstan object of the time series fitted model.

Value

A numeric array of size R, containing the posterior samples of the AICc for a varstan object, where R is the number of iterations. If multiple chains are fitted, then the array is of length M*R, where m is the number of chains

Author(s)

Asael Alonzo Matamoros

Examples

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 library(astsa)
 model = Sarima(birth,order = c(0,1,2),seasonal = c(1,1,1))
 fit1 = varstan(model,iter = 500,chains = 1)

 aic1 = AICc(fit1)
 mean(aic1)

bayesforecast documentation built on June 17, 2021, 5:14 p.m.