criterion {VarReg}

Calculation of information criterion

Description

criterion calculates various information criterion for the algorithms in this package

Usage

criterion(n, loglik, param)

Arguments

n

Number of observations

loglik

Loglikelihood from model

param

Number of parameters fit in model

Value

A list of the four IC

• aic.c: Akaike information criterion corrected for small samples

• aic: Akaike information criterion

• bic: Bayesian information criterion

• hqc: Hannan-Quinn information criterion