#==================================================================================================#
# Date: 14/04/2020
# Description:
# Function:
#==================================================================================================#
mtarNAIC = function(regimemodel){
if (class(regimemodel) != 'regime_model') {
stop('regimemodel must be an object of type (regime_model)')
}
l = length(regimemodel$regime)
k = nrow(regimemodel$regime[[1]]$sigma)
nuaux = NULL
for (lj in 1:l) {
nuaux[lj] = length(regimemodel$regime[[lj]]$beta[[1]][1,])
}
nu = max(nuaux)
pj = qj = dj = vector(length = l)
for (lj in 1:l) {
pj[lj] = length(regimemodel$regime[[lj]]$phi)
qj[lj] = length(regimemodel$regime[[lj]]$beta)
dj[lj] = length(regimemodel$regime[[lj]]$delta)
}
etaj = 1 + pj*k + qj*nu + dj
Nj = c(regimemodel$Nj)
logLikj = as.numeric(regimemodel$logLikj)
AICj = as.numeric(Nj*logLikj + 2*k*etaj,nrow = 1,row.names = NULL)
NAIC = sum(AICj)/sum(Nj)
message('NAIC=',round(NAIC,4),'\n')
return(list(AICj = AICj,NAIC = NAIC))
}
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