fitch: Fit Characteristics

Description Usage Arguments Value

Description

Returns quantitative assessment of the estimated model as a list

Usage

1
fitch(x)

Arguments

x

the estimated model

Value

A list containing the following elements

MSE

Mean Square Error measure of how well the response of the model fits the estimation data

FPE

Final Prediction Error

FitPer

Normalized root mean squared error (NRMSE) measure of how well the response of the model fits the estimation data, expressed as a percentage.

AIC

Raw Akaike Information Citeria (AIC) measure of model quality

AICc

Small sample-size corrected AIC

nAIC

Normalized AIC

BIC

Bayesian Information Criteria (BIC)


sysid documentation built on May 2, 2019, 4:18 a.m.