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depmixS4 (version 0.2-1)

AIC: Compute AIC and BIC for (dep-)mix objects

Description

Compute AIC and BIC for depmix and mix objects.

Usage

AIC(object, ..., k = 2)
	BIC(object, ...)

Arguments

object
A depmix or mix model.
...
Not used currently.
k
The penalty factor which defaults to 2.

Value

  • The value of the AIC or BIC respectively.

Details

The n that is used in the BIC is sum(ntimes(object)), where object is the model under consideration.

References

H. Akaike. Information theory and an extension of the maximum likelihood principle. In B. N. Petrov and F. Csaki, editors, Second International Symposium on Information Theory, p. 267-281. Budapest: Academiai Kiado, 1973.

G. Schwarz. Estimating the dimension of a model. Annals of Statistics, volume 6, p. 4761-464, 1978.