AIC-methods {MSwM} | R Documentation |
Calculates the Akaike information criterion for one Markov Switching model.
AIC(object, ..., k = 2)
object |
an object of class "MSM.lm" or "MSM.glm". |
k |
an optional numeric value for the penalty per parameter to be used. The default |
... |
currently not used. |
Returns a numeric value with the corresponding AIC (or BIC, or ..., depending on k).
Jose A. Sanchez-Espigares, Alberto Lopez-Moreno
Overview: MSwM-package
Classes : MSM.lm
, MSM.glm
, MSM.fitted
Methods : msmFit
,summary
,AIC
,intervals
,msmResid
Plot : plot
,plotProb
,plotReg
,plotDiag