BICmodel | R Documentation |
this function permits the estimation of the BIC for models for which the function 'BIC' from 'stats' packages does not work.
BICmodel(model = NULL, residuals = NULL, np = NULL)
model |
if provided, it is an R object from where the residuals and model parameters can be retrieved using resid(model) and coef(model), respectively. |
residuals |
if provided, it is numerical vector with the residuals: residuals = observe.values - predicted.values, where predicted values are estimated from the model. If the parameter 'model' is not provided, then this parameter must be provided. |
np |
number of model parameters. If the parameter 'model' is not provided, then 'np' and 'residuals' must be provided. |
if for a given model 'm' BIC(m) works, then BICmodel(m) = BIC(m).
BIC numerical value
## Build a set of point holding an exponential decay
## and adding random noise.
set.seed(77)
x = runif(100, 1, 5)
y = 2 * exp(-0.5 * x) + runif(100, 0, 0.1)
plot(x, y)
## Non-linear regression
nlm <- nls(Y ~ a * exp( b * X), data = data.frame(X = x, Y = y),
start = list( a = 1.5, b = -0.7),
control = nls.control(maxiter = 10^4, tol = 1e-05),
algorithm = 'port')
## The estimations of Akaike information criteria given by BIC' function
## from stats' R package and from 'AICmodel' function are equals.
BICmodel(nlm) == BIC(nlm)
## Now, using residuals from the fitted model:
res = y - coef(nlm)[1] * exp(coef(nlm)[2] * x)
BICmodel(residuals = res, np = 2) == BIC(nlm)
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