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

Description Usage Arguments Value References See Also Examples

Description

The function abic.gen.exp() gives the loglikelihood, AIC and BIC values assuming an Generalized Exponential distribution with parameters alpha and lambda. The function is based on the invariance property of the MLE.

Usage

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abic.gen.exp(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.gen.exp() gives the loglikelihood, AIC and BIC values.

References

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

See Also

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

Examples

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## Load data set
data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 5.28321139, lambda.est = 0.03229609
abic.gen.exp(bearings, 5.28321139, 0.03229609)


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