carx (version 0.7.1)

AIC.carx: Compute the AIC of a fitted carx object

Description

Return the AIC of a fitted carx object where the maximum log-likelihood is replaced by the maximum quasi-log-likelihood.

Usage

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

Arguments

object

a fitted carx object.

...

not used.

k

penalty multiplier for the number of parameters. Default = 2.

Value

the AIC value = -2maximum quasi-log-likelihood+knumber of parameters

Examples

# NOT RUN {
dat = carxSim(nObs=100,seed=0)
mdl <- carx(y~X1+X2-1,data=dat, p=2, CI.compute = FALSE)
ic = AIC(mdl)
# }