get_IC: Calculate AIC, HQIC, and BIC

In sstvars: Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models

Calculate AIC, HQIC, and BIC

Description

get_IC calculates the information criteria values AIC, HQIC, and BIC divided by the number of observations.

Usage

get_IC(loglik, npars, T_obs)

Arguments

loglik	log-likelihood value, preferably non-penalized one.
npars	number of (freely estimated) parameters in the model
T_obs	numbers of observations with the p starting values excluded.

Value

Returns a data frame containing the information criteria values divided by the number of observations.

sstvars documentation built on April 11, 2025, 5:47 p.m.