Returns the log-likelihood or the AIC for a fitted DLM object.
1 2 3 4 5 6 7 8
fitted DLM as given by a call to one of the
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
Cyrille Szymanski <[email protected]>
Durbin, and Koopman, Time Series Analysis by State Space Methods, Oxford University Press (2001), page 152.
## Example TODO
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.