Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/dlmodeler-fit.R
Returns the log-likelihood or the AIC for a fitted DLM object.
1 2 3 4 5 6 7 8 |
object |
fitted DLM as given by a call to one of the
|
... |
not used. |
k |
penalty parameter. |
The AIC is computed according to the formula -2*log(likelihood) + k*npar, where npar represents the number of parameters in the fitted model, and k = 2 for the usual AIC, or k = log(n) (n the number of observations) for the BIC or SBC (Schwarz's Bayesian criterion).
Returns a numeric value with the corresponding log-likelihiid, AIC,
BIC, or ..., depending on the value of k
.
Cyrille Szymanski <cnszym@gmail.com>
Durbin, and Koopman, Time Series Analysis by State Space Methods, Oxford University Press (2001), page 152.
1 | ## Example TODO
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