Functions calculating the Bayesian Informative Criterion , the
Generalized Cross Validation criterion and the Corrected Akaike information criterion.
Usage
# S3 method for ibr
BIC(object, ...)
# S3 method for ibr
GCV(object, ...)
# S3 method for ibr
AICc(object, ...)
Value
Returns a numeric value
with the corresponding BIC, GCV or AICc.
Arguments
object
A fitted model object of class ibr.
...
Only for compatibility purpose with BIC of
nlme package.
Author
Pierre-Andre Cornillon, Nicolas Hengartner and Eric Matzner-Lober.
Details
The ibr method for BIC, BIC.ibr() calculates
\(\log(sigma^2)+log(n)*df/n\), where df is the trace
of the smoother.
The ibr method for GCV, GCV.ibr() calculates
\(\log(sigma^2)-2*\log(1-df/n)\)
The ibr method for AICc, AICc.ibr() calculates
\(\log(sigma^2)+1+(2*(df+1))/(n-df-2)\).
References
Hurvich, C. M., Simonoff J. S. and Tsai, C. L. (1998) Smoothing
Parameter Selection in Nonparametric Regression Using an Improved Akaike
Information Criterion. Journal of the Royal Statistical Society, Series B, 60, 271-293 .