BIC.GNARfit {GNAR} | R Documentation |
Bayesian Information Criterion for GNAR models
Description
Function calculating BIC for GNARfit
models.
Usage
## S3 method for class 'GNARfit'
BIC(object, ...)
Arguments
object |
a |
... |
additional arguments, not used here. |
Details
Smaller BIC values correspond to better fit.
Value
A numeric value corresponding to the BIC
. Note that this is the “time-normalised” value of the AIC for the GNAR model, and also removes any proportionality constants in the calculation.
Examples
#BIC for two different GNAR fits for fiveNet data
#GNAR(2,[1,1])
BIC(GNARfit())
#GNAR(2,[1,0])
BIC(GNARfit(betaOrder=c(1,0)))
[Package GNAR version 1.1.3 Index]