get_IC: Calculate AIC, HQIC, and BIC

In saviviro/gmvarkit: Estimate Gaussian and Student's t Mixture Vector Autoregressive Models

Calculate AIC, HQIC, and BIC

Description

get_IC calculates the information criteria values AIC, HQIC, and BIC.

Usage

get_IC(loglik, npars, obs)

Arguments

loglik	log-likelihood value
npars	number of (freely estimated) parameters in the model
obs	numbers of observations with starting values excluded for conditional models.

Details

Note that for conditional models with different autoregressive order p the information criteria values are NOT comparable.

Value

Returns a data frame containing the information criteria values.

saviviro/gmvarkit documentation built on March 8, 2024, 4:15 a.m.