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MLDS (version 0.1-8)

AIC.mlds: Extract AIC from Object of Class 'mlds'

Description

This function calculates the Akaike information criterion from the fitted model object generated by mlds from the formula $-2*log(likelihood) + k*npar$, where $npar$ represents the number of parameters in the fitted model and $k = 2$ for the usual AIC or $k = log(n)$ ($n$ the number of observations for the so-called BIC or SBC (Schwarz's Bayesian criterion).

Usage

## S3 method for class 'mlds':
AIC(object, ..., k = 2)

Arguments

object
an object of class mlds.
...
not used for the moment
k
numeric, the penalty per parameter to be used, the default k = 2 is the classical AIC.

Value

  • Returns a numeric value with the corresponding AIC (or BIC, or ..., depending on k).

Details

The method depends on the logLik.mlds method computing the log-likelihood for the mlds class. The smaller the AIC, the better the fit. The log-likelihood and hence the AIC is only defined up to an additive constant.

References

Sakamoto, Y., Ishiguro, M., and Kitagawa G. (1986). Akaike Information Criterion Statistics. D. Reidel Publishing Company.

See Also

logLik.mlds

Examples

Run this code
data(AutumnLab)
AIC(mlds(AutumnLab, method = "optim", opt.init = c(seq(0, 1, len = 10), 0.2)))

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