get_ic_vals.bigtime.VARX: Calculates the Information Criteria for a model estimated...
In ineswilms/bigtime: Sparse Estimation of Large Time Series Models
View source: R/information_criteria.R
get_ic_vals.bigtime.VARX R Documentation
Calculates the Information Criteria for a model estimated using
sparseVARX
Description
The number of non-zero coefficients in both the Phihat
and Bhat matrix are taken as the degrees of freedom.
Usage
## S3 method for class 'bigtime.VARX'
get_ic_vals(mod, verbose = TRUE)
Arguments
mod
Model estimated using sparseVARX
verbose
Should information about the optimal selection be printed?
Value
Returns a list containing
ics
Values of the ICs for all lambdas
mins
Which IC lead to the minimum (the row number)
selected_lamPhi
Which lambda Phi were selected
selected_lamB
Which lambda B were selected
ineswilms/bigtime documentation built on Aug. 24, 2023, 6:57 a.m.
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View source: R/information_criteria.R
| get_ic_vals.bigtime.VARX | R Documentation |
Calculates the Information Criteria for a model estimated using
sparseVARX
Description
The number of non-zero coefficients in both the Phihat
and Bhat matrix are taken as the degrees of freedom.
Usage
## S3 method for class 'bigtime.VARX'
get_ic_vals(mod, verbose = TRUE)
Arguments
mod |
Model estimated using |
verbose |
Should information about the optimal selection be printed? |
Value
Returns a list containing
ics |
Values of the ICs for all lambdas |
mins |
Which IC lead to the minimum (the row number) |
selected_lamPhi |
Which lambda Phi were selected |
selected_lamB |
Which lambda B were selected |
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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