compare_models {fHMM} | R Documentation |
This function performs model comparison by comparing multiple
fHMM_model
objects with respect to
the number of model parameters,
the log-likelihood value,
the AIC value,
the BIC value.
compare_models(...)
... |
A list of one or more objects of class |
A data.frame
with models in rows and comparison criteria in columns.
### 3-state HMM with t-distributions is preferred over 2-state HMM with
### normal distributions for the DAX data based on AIC and BIC
compare_models(dax_model_2n, dax_model_3t)