GNAR (version 1.1.4)

BIC.GNARfit: Bayesian Information Criterion for GNAR models

Description

Function calculating BIC for GNARfit models.

Usage

# S3 method for GNARfit
BIC(object, ...)

Value

A numeric value corresponding to the BIC. Note that this is the ``time-normalised'' value of the 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.

Details

Smaller BIC values correspond to better fit.

Examples

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