AICc {bayesforecast} | R Documentation |
Computes posterior sample of the point wise corrected AIC method from a varstan
object
Description
Convenience function for computing the point wise corrected Akaike Information
Criterion method from a varstan
object.
Usage
AICc(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 = AICc(fit1)
mean(aic1)
[Package bayesforecast version 1.0.5 Index]