AICc {bayesforecast} | R Documentation |
Computes posterior sample of the pointwise corrected AIC method from a varstan object
Description
Convenience function for computing the pointwise corrected Akaike Information Criteria method from a varstan object.
Usage
AICc(x)
Arguments
x |
A varstan object of the time series fitted model. |
Value
A numeric array of size R, containing the posterior samples of the AICc for a varstan object, where R is the number of iterations. If multiple chains are fitted, then the array is of length M*R, where m is the number of chains
Author(s)
Asael Alonzo Matamoros
Examples
library(astsa)
model = Sarima(birth,order = c(0,1,2),seasonal = c(1,1,1))
fit1 = varstan(model,iter = 500,chains = 1)
aic1 = AICc(fit1)
mean(aic1)
[Package bayesforecast version 1.0.1 Index]