get_IC

<code>get_IC</code> calculates AIC, HQIC and BIC

internal

Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR),
Student's t Mixture Autoregressive (StMAR), and Gaussian and Student's t Mixture Autoregressive (G-StMAR) models,
quantile residual tests, graphical diagnostics, forecast and simulate from GMAR, StMAR and G-StMAR processes.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2015) <doi:10.1111/jtsa.12108>,
Mika Meitz, Daniel Preve, Pentti Saikkonen (2023) <doi:10.1080/03610926.2021.1916531>,
Savi Virolainen (2022) <doi:10.1515/snde-2020-0060>.

Savi Virolainen

uGMAR

Estimate Univariate Gaussian and Student's t Mixture
Autoregressive Models

get_IC function

<dl><dt>loglik</dt>
<dd>log-likelihood value</dd>
<dt>npars</dt>
<dd>the number of (freely estimated) parameters in the model.</dd>
<dt>obs</dt>
<dd>the number of observations with initial 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>the number of (freely estimated) parameters in the model.</dd>


<dt>obs</dt>
<dd>the number of observations with initial values excluded for conditional models.</dd>

</dl>

get_IC: Calculate AIC, HQIC and BIC

Description

Usage

Value

Arguments