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.
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.