ic.pen: Compute the penalty based on chosen information criteria
In midasml: Estimation and Prediction Methods for High-Dimensional Mixed Frequency Time Series Data
ic.pen R Documentation
Compute the penalty based on chosen information criteria
Description
Compute the penalty based on chosen information criteria
Usage
ic.pen(ic_choice, df, t)
Arguments
ic_choice
information criteria choice: BIC, AIC or AICc.
df
effective degrees of freedom.
t
sample size.
Value
penalty value.
midasml documentation built on April 29, 2022, 9:06 a.m.
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| ic.pen | R Documentation |
Compute the penalty based on chosen information criteria
Description
Compute the penalty based on chosen information criteria
Usage
ic.pen(ic_choice, df, t)
Arguments
ic_choice |
information criteria choice: BIC, AIC or AICc. |
df |
effective degrees of freedom. |
t |
sample size. |
Value
penalty value.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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