AICc: Computes posterior sample of the point wise corrected AIC...

In bayesforecast: Bayesian Time Series Modeling with Stan

Computes posterior sample of the point wise corrected AIC method from a varstan object

Description

Convenience function for computing the point wise corrected Akaike Information Criterion method from a varstan object.

Usage

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

 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 8, 2025, 10:42 a.m.