aic {bayesforecast} | R Documentation |
Computes posterior sample of the point wise AIC method from a varstan
object
Description
Convenience function for computing the point wise Akaike Information Criteria
method from a varstan
object.
Usage
aic(x)
Arguments
x |
A |
Value
A numeric array of size R, containing the posterior samples of the AICc
for a varstan
object, where R is the number of iterations. If multiple chains are
fitted, then the array is of length M*R, where M is the number of chains
Author(s)
Asael Alonzo Matamoros
Examples
model = Sarima(birth,order = c(0,1,2),seasonal = c(1,1,1))
fit1 = varstan(model,iter = 500,chains = 1)
aic1 = aic(fit1)
mean(aic1)
[Package bayesforecast version 1.0.5 Index]