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abic.moew()
gives the loglikelihood
, AIC
and BIC
values
assuming an MOEW distribution with parameters alpha and lambda.abic.moew(x, alpha.est, lambda.est)
abic.moew()
gives the loglikelihood
, AIC
and BIC
values.
Claeskens, G. and Hjort, N. L. (2008). Model Selection and Model Averaging, Cambridge University Press, London.
Konishi., S. and Kitagawa, G.(2008). Information Criteria and Statistical Modeling, Springer Science+Business Media, LLC.
Schwarz, S. (1978). Estimating the dimension of the model, Annals of Statistics, 6, 461-464.
Spiegelhalter, D. J., Best, N. G., Carlin, B. P. and van der Linde, A. (2002). Bayesian measures of complexity and fit, Journal of the Royal Statistical Society Series B 64, 1-34.
pp.moew
for PP
plot and qq.moew
for QQ
plot
## Load data set
data(sys2)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(sys2)
## alpha.est = 0.3035937, lambda.est = 279.2177754
## Values of AIC, BIC and LogLik for the data(sys2)
abic.moew(sys2, 0.3035937, 279.2177754)
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