Calculate AIC for the outcome of AIC. This function is built for reg.linreg for higher efficiency only.
It can't be used for calculating AIC in general operation.
# NOT RUN {X <- as.matrix(cbind(1,EuStockMarkets[,1:2])) # create the design matrixY <- as.data.frame(EuStockMarkets)$FTSE
fit <- lm.fit(x = X, y = Y)
w <- rep(1,length(Y))
reg.aic(fit,w)
# }