get_IC: Calculate AIC, HQIC, and BIC

Description Usage Arguments Details Value

View source: R/loglikelihood.R

Description

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

Usage

1
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 Oct. 25, 2021, 2:14 a.m.