AICc {tscopula}R Documentation

Akaike Corrected Information Criterion

Description

Akaike Corrected Information Criterion

Usage

AICc(object, ...)

Arguments

object

a fitted model object for which there exists a logLik method to extract the corresponding log-likelihood.

...

optionally more fitted model objects.

Value

If just one object is provided, a numeric value with the corresponding AICC value.

If multiple objects are provided, a data.frame with rows corresponding to the objects and columns representing the number of parameters in the model (df) and the AICC.


[Package tscopula version 0.3.9 Index]