BeSS (version 2.0.4)

aic: Extract the IC from a "bess" object.

Description

These functions are used by bess to compute Information Criteria from a fitted model object.

Usage

aic(object,...)
  bic(object,...)
  ebic(object,...)

Value

The value of Information Criteria extracted from the "bess" object.

Arguments

object

Output from the bess function or the bess.one function.

...

Additional arguments affecting the predictions produced.

Author

Canhong Wen, Aijun Zhang, Shijie Quan, and Xueqin Wang.

References

Wen, C., Zhang, A., Quan, S. and Wang, X. (2020). BeSS: An R Package for Best Subset Selection in Linear, Logistic and Cox Proportional Hazards Models, Journal of Statistical Software, Vol. 94(4). doi:10.18637/jss.v094.i04.

See Also

bess, bess.one

Examples

data <- gen.data(500, 20, family = "gaussian", 10, 0.2, 1)
fit <- bess(data$x, data$y, family = "gaussian")
aic(fit)
bic(fit)
ebic(fit)