get_ic_vals.bigtime.VARX {bigtime} | R Documentation |

## Calculates the Information Criteria for a model estimated using
`sparseVARX`

### Description

The number of non-zero coefficients in both the `Phihat`

and `Bhat`

matrix are taken as the degrees of freedom.

### Usage

```
## S3 method for class 'bigtime.VARX'
get_ic_vals(mod, verbose = TRUE)
```

### Arguments

`mod` |
Model estimated using |

`verbose` |
Should information about the optimal selection be printed? |

### Value

Returns a list containing

`ics` |
Values of the ICs for all lambdas |

`mins` |
Which IC lead to the minimum (the row number) |

`selected_lamPhi` |
Which lambda Phi were selected |

`selected_lamB` |
Which lambda B were selected |

[Package

*bigtime*version 0.2.3 Index]