extractAIC.spARCH: Computes the Akaike information criterion
In spGARCH: Spatial ARCH and GARCH Models (spGARCH)
Description
Usage
Arguments
Details
Author(s)
Description
The function extracts the log-likelihood of a spatial ARCH model.
Usage
1
2
## S3 method for class 'spARCH'
extractAIC(fit, scale, k = 2, ...)
Arguments
fit
spARCH object (fitted model resulting of qml.spARCH).
scale
currently unused for spARCH objects.
k
parameter specifying the weight for the penalizing term.
...
Other arguments.
Details
Numeric vector of length 2 is returned. The first element specify the edf (equivalent degree of freedom) and the Akaike information criterion is returned as second element.
Author(s)
Philipp Otto potto@europa-uni.de
spGARCH documentation built on Sept. 2, 2020, 9:07 a.m.
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Description Usage Arguments Details Author(s)
Description
The function extracts the log-likelihood of a spatial ARCH model.
Usage
1 2 | ## S3 method for class 'spARCH'
extractAIC(fit, scale, k = 2, ...)
|
Arguments
fit |
|
scale |
currently unused for |
k |
parameter specifying the weight for the penalizing term. |
... |
Other arguments. |
Details
Numeric vector of length 2 is returned. The first element specify the edf (equivalent degree of freedom) and the Akaike information criterion is returned as second element.
Author(s)
Philipp Otto potto@europa-uni.de
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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