get_IC {gmvarkit} | R Documentation |
Calculate AIC, HQIC, and BIC
Description
get_IC
calculates the information criteria values AIC, HQIC, and BIC.
Usage
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.
[Package gmvarkit version 2.1.3 Index]