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 GNARfit object, output from a GNARfit call.

...

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]