AICc: Corrected AIC

Description Usage Arguments Details Value Author(s) References See Also

View source: R/AICc.R

Description

Corrected AIC calculation.

Usage

1
AICc(object, k=2)

Arguments

object

Some model object that you can call logLik on (such as a gamlr or glm fit).

k

The usual AIC complexity penalty. k defaults to 2.

Details

This works just like usual AIC, but instead calculates the small sample (or high dimensional) corrected version from Hurvich and Tsai

AICc = -2\log LHD + k*df*\frac{n}{n-df-1}.

Value

A numeric value for every model evaluated.

Author(s)

Matt Taddy mataddy@gmail.com

References

Hurvich, C. M. and C-L Tsai, 1989. "Regression and Time Series Model Selection in Small Samples", Biometrika 76.

See Also

gamlr, hockey


gamlr documentation built on July 1, 2020, 5:18 p.m.

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