Functions calculating the Bayesian Informative Criterion , the Generalized Cross Validation criterion and the Corrected Akaike information criterion.
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A fitted model object of class ibr. |
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Only for compatibility purpose with |
The ibr method for BIC
, BIC.ibr()
calculates
log(sigma^2)+log(n)*df/n, where df is the trace
of the smoother.
The ibr method for GCV
, GCV.ibr()
calculates
log(sigma^2)-log(1-*df/n)
The ibr method for AICc
, AICc.ibr()
calculates
log(sigma^2)+1+(2*(df+1))/(n-df-2).
Returns a numeric value with the corresponding BIC, GCV or AICc.
Pierre-Andre Cornillon, Nicolas Hengartner and Eric Matzner-Lober.
Hurvich, C. M., Simonoff J. S. and Tsai, C. L. (1998) Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion. Journal of the Royal Statistical Society, Series B, 60, 271-293 .
ibr
, summary.ibr
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Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.
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