GNAR (version 1.1.4)

AIC.GNARfit: Akaike's Information Criterion for GNAR models

Description

Function calculating AIC for GNARfit models.

Usage

# S3 method for GNARfit
AIC(object, ..., k=2)

Value

A numeric value corresponding to the AIC (or other criterion if k is set to something other than 2). Note that the value returned is the ``time-normalised'' AIC for the GNAR model, and also removes any proportionality constants in the calculation.

Arguments

object

a GNARfit object, output from a GNARfit call.

...

additional arguments, not used here.

k

the penalty for the criterion, the default k = 2 is the standard AIC.

Details

Smaller AIC values correspond to better fit.

Examples

#AIC for two different GNAR fits for fiveNet data
#GNAR(2,[1,1])
AIC(GNARfit())
#GNAR(2,[1,0])
AIC(GNARfit(betaOrder=c(1,0)))