riskHat: Estimation of the risk.

Description Usage Arguments Value Author(s) See Also

View source: R/multModel.R

Description

Computation of an estimate of the quadratic risk based on the effective degrees of freedom. The estimate can be used for model selection.

Usage

1
2
3
4
5
riskHat(model, par, df, sigma, ...)

## S3 method for class 'multModel'
riskHat(model, par = model$B, df = dfEff(model, par),
  sigma = model$sigma, ...)

Arguments

model

the model object for which the risk is to be computed.

par

a numeric. The estimated parameter vector.

df

a numeric. The effective degrees of freedom.

sigma

a numeric. The variance parameter.

Value

a numeric.

Author(s)

Niels Richard Hansen Niels.R.Hansen@math.ku.dk

See Also

df, risk


smde documentation built on May 2, 2019, 4:58 p.m.

Related to riskHat in smde...