AIC.carx: Compute the AIC of a fitted 'carx' object

In carx: Censored Autoregressive Model with Exogenous Covariates

Description

Return the AIC of a fitted carx object where the maximum log-likelihood is replaced by the maximum quasi-log-likelihood.

Usage

## S3 method for class 'carx'
AIC(object, ..., k = 2)

Arguments

object	a fitted carx object.
...	not used.
k	penalty multiplier for the number of parameters. Default = 2.

Value

the AIC value = -2maximum quasi-log-likelihood+knumber of parameters

Examples

dat = carxSim(nObs=100,seed=0)
mdl <- carx(y~X1+X2-1,data=dat, p=2, CI.compute = FALSE)
ic = AIC(mdl)

Example output

carx documentation built on May 2, 2019, 3:43 a.m.