Last data update: 2014.03.03
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R: Computes the Value of an Information Criterion
info.criterion | R 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
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n |
integer, number of observations
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k |
integer, number of parameters
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method |
character, either "sc" (default), "aic", "aicc" or "hq"
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Value
a list with elements:
method |
type of information criterion
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n |
number of observations
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k |
number of parameters
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value |
the value on the information criterion
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Author(s)
Genaro Sucarrat, http://www.sucarrat.net/
Results
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