AICc.BD: AICc (Brockwell and Davis (1991))
In ruizhima/AICC: Corrected AIC
Description
AICc (Brockwell and Davis (1991))
Usage
1
AICc.BD(covmat, p, m, n)
Arguments
covmat
covariance matrix of innovations
p
order of autoregression
m
dimension of the variable
n
number of observations
ruizhima/AICC documentation built on May 28, 2019, 9:57 a.m.
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.
Description
AICc (Brockwell and Davis (1991))
Usage
1 | AICc.BD(covmat, p, m, n)
|
Arguments
covmat |
covariance matrix of innovations |
p |
order of autoregression |
m |
dimension of the variable |
n |
number of observations |
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.