abic.exp.ext: Akaike information criterion (AIC) and Bayesian information...

Description Usage Arguments Value References See Also Examples

View source: R/ExpExt.R

Description

The function abic.exp.ext() gives the loglikelihood, AIC and BIC values assuming an Exponential Extension(EE) distribution with parameters alpha and lambda.

Usage

1
abic.exp.ext(x, alpha.est, lambda.est)

Arguments

x

vector of observations

alpha.est

estimate of the parameter alpha

lambda.est

estimate of the parameter lambda

Value

The function abic.exp.ext() gives the loglikelihood, AIC and BIC values.

References

Akaike, H. (1978). A new look at the Bayes procedure, Biometrika, 65, 53-59.

Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.

Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.

Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.

Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.

See Also

pp.exp.ext for PP plot and qq.exp.ext for QQ plot

Examples

1
2
3
4
5
6
7
8
## Load data sets
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.0126e+01, lambda.est = 1.5848e-04

## Values of AIC, BIC and LogLik for the data(sys2)
abic.exp.ext(sys2, 1.0126e+01, 1.5848e-04)

Example output

$LogLik
[1] -593.2314

$AIC
[1] 1190.463

$BIC
[1] 1195.372

reliaR documentation built on May 1, 2019, 9:51 p.m.

Related to abic.exp.ext in reliaR...