Description Usage Arguments Details Value See Also Examples
View source: R/summarize_extract.R
A function calculating Akaike's Information Criterion (AIC) based on the log-likelihood
value extracted from logLik.izip
, according to the formula
-2log-likelihood + knpar, where npar represents the number of parameters
in the fitted model, and k=2 for the usual AIC or k=log(n) (n being
the number of observations) for the so-called BIC (Bayesian Information Criterion).
1 2 3 4 5 |
object |
an object class 'izip' or 'tsizip' object, obtained from a call to |
... |
other arguments passed to or from other methods (currently unused). |
k |
numeric: the penalty per parameter to be used; the default k = 2 is the classical AIC. |
When comparing models fitted by maximum likelihood to the same data, the smaller the AIC or BIC, the better the fit.
A numeric value with the corresponding AIC (or BIC, or ..., depends on k).
logLik.izip, nobs.izip, glm.izip, logLik.tsizip, nobs.tsizip, tsglm.izip
1 2 3 4 5 6 7 8 9 | data(bioChemists)
M_bioChem <- glm.izip(art ~ ., data = bioChemists)
# AIC
AIC(M_bioChem)
data(arson)
M_arson <- tsglm.izip(arson ~ 1, past_mean_lags = 1, past_obs_lags = c(1, 2))
# BIC
AIC(M_arson, k = log(nobs(M_arson)))
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.