pgam (version 0.3.3)

AIC.pgam: AIC extraction

Description

Method for approximate Akaike Information Criterion extraction.

Usage

## S3 method for class 'pgam':
AIC(object, k = 2, ...)

Arguments

object

object of class pgam holding the fitted model

k

default is 2 for AIC. If $k=\log\left(n\right)$ then an approximation for BIC is obtained. Important to note that these are merely approximations.

...

further arguments passed to method

Value

• The approximate AIC value of the fitted model.

Details

An approximate measure of parsimony of the Poisson-Gama Additive Models can be achieved by the expression $$AIC=\left(D\left(y;\hat\mu\right)+2gle\right)/\left(n-\tau\right)$$ where $gle$ is the number of degrees of freedom of the model and $\tau$ is the index of the first non-zero observation.

References

Harvey, A. C., Fernandes, C. (1989) Time series models for count data or qualitative observations. Journal of Business and Economic Statistics, 7(4):407--417

Campos, E. L., De Leon, A. C. M. P., Fernandes, C. A. C. (2003) Modelo Poisson-Gama para S�ries Temporais de Dados de Contagem - Teoria e Aplica��es. 10a ESTE - Escola de S�ries Temporais e Econometria

Junger, W. L. (2004) Modelo Poisson-Gama Semi-Param�trico: Uma Abordagem de Penaliza��o por Rugosidade. MSc Thesis. Rio de Janeiro, PUC-Rio, Departamento de Engenharia El�trica

Hastie, T. J., Tibshirani, R. J.(1990) Generalized Additive Models. Chapman and Hall, London

See Also

pgam, deviance.pgam, logLik.pgam

Examples

library(pgam)
data(aihrio)
attach(aihrio)
form <- ITRESP5~f(WEEK)+HOLIDAYS+rain+PM+g(tmpmax,7)+g(wet,3)
m <- pgam(form,aihrio,omega=.8,beta=.01,maxit=1e2,eps=1e-4,optim.method="BFGS",partial.resid="response")

AIC(m)