Last data update: 2014.03.03

R: Computes the Value of an Information Criterion
info.criterionR Documentation

Computes the Value of an Information Criterion

Description

Given a log-likelihood, the number of observations and the number of estimated parameters, the value of a chosen information criterion is computed

Usage

info.criterion(logl, n=NULL, k=NULL, method=c("sc", "aic", "aicc", "hq"))

Arguments

logl

numeric, the value of the log-likelihood

n

integer, number of observations

k

integer, number of parameters

method

character, either "sc" (default), "aic", "aicc" or "hq"

Value

a list with elements:

method

type of information criterion

n

number of observations

k

number of parameters

value

the value on the information criterion

Author(s)

Genaro Sucarrat, http://www.sucarrat.net/

Results