View source: R/information_criteria.R
get_ic_vals | R Documentation |
The number of non-zero coefficients are taken as the degrees of freedom. Use with care for VARMA.
get_ic_vals(mod, verbose = TRUE)
mod |
Model estimated Model estimated using |
verbose |
Should information about the optimal selection be printed? |
dat <- simVAR(periods=200, k=2, p=5, decay = 0.01)
mod <- sparseVAR(Y=scale(dat$Y))
ics <- get_ic_vals(mod)
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