AIC.tsdistribution.estimate

AIC.tsdistribution.spdestimate

Extract the AIC from an estimated model.

Location-Scale based distributions parameterized in terms of mean, standard deviation, skew and shape parameters and estimation using automatic differentiation. Distributions include the Normal, Student and GED as well as their skewed variants ('Fernandez and Steel'), the 'Johnson SU', and the Generalized Hyperbolic. Also included is the semi-parametric piece wise distribution ('spd') with Pareto tails and kernel interior.

Alexios Ghalanos

tsdistributions

Location Scale Standardized Distributions

Alexios Galanos

AIC.tsdistribution.estimate function

<dl><dt>object</dt>
<dd>an object of class &#8220;tsdistribution.estimate&#8221;.</dd>
<dt>...</dt>
<dd>not currently used.</dd>
<dt>k</dt>
<dd>the penalty per parameter to be used; the default k = 2 is the
classical AIC.</dd></dl>

Arguments

Akaike's An Information Criterion — AIC.tsdistribution.estimate

<dl>

<dt>object</dt>
<dd>an object of class &#8220;tsdistribution.estimate&#8221;.</dd>


<dt>...</dt>
<dd>not currently used.</dd>


<dt>k</dt>
<dd>the penalty per parameter to be used; the default k = 2 is the
classical AIC.</dd>

</dl>

AIC.tsdistribution.estimate: Akaike's An Information Criterion

Description

Usage

Value

Arguments