get_IC

loglik

number of (freely estimated) parameters in the model

npars

numbers of observations with starting values excluded for conditional models.

<code>get_IC</code> calculates information criteria values AIC, HQIC and BIC.

Unconstrained and constrained maximum likelihood estimation of Gaussian Mixture Vector Autoregressive (GMVAR)
model, quantile residual tests, graphical diagnostics, simulations, and forecasting.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>.

get_IC: Calculate AIC, HQIC and BIC

Description

Usage

Arguments

Value