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 the information criteria values AIC, HQIC, and BIC.

Unconstrained and constrained maximum likelihood estimation of structural and reduced form
Gaussian mixture vector autoregressive (GMVAR) model, quantile residual tests, graphical diagnostics,
simulations, forecasting, and estimation of generalized impulse response function.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>,
Savi Virolainen (2020) <arXiv:2007.04713>.

get_IC: Calculate AIC, HQIC, and BIC

Description

Usage

Arguments

Value

Details