get_IC

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

internal

Unconstrained and constrained maximum likelihood estimation of structural and reduced form
Gaussian mixture vector autoregressive, Student's t mixture vector autoregressive, and Gaussian and Student's t
mixture vector autoregressive models, quantile residual tests, graphical diagnostics,
simulations, forecasting, and estimation of generalized impulse response function and generalized
forecast error variance decomposition.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>,
Savi Virolainen (2025) <doi:10.1080/07350015.2024.2322090>,
Savi Virolainen (2022) <doi:10.48550/arXiv.2109.13648>.

Savi Virolainen

gmvarkit

Estimate Gaussian and Student's t Mixture Vector Autoregressive
Models

get_IC function

<dl><dt>loglik</dt>
<dd>log-likelihood value</dd>
<dt>npars</dt>
<dd>number of (freely estimated) parameters in the model</dd>
<dt>obs</dt>
<dd>numbers of observations with starting values excluded for conditional models.</dd></dl>

Arguments

Calculate AIC, HQIC, and BIC — get_IC

<dl>

<dt>loglik</dt>
<dd>log-likelihood value</dd>


<dt>npars</dt>
<dd>number of (freely estimated) parameters in the model</dd>


<dt>obs</dt>
<dd>numbers of observations with starting values excluded for conditional models.</dd>

</dl>

get_IC: Calculate AIC, HQIC, and BIC

Description

Usage

Value

Arguments

Details