logLik-AIC-methods(ghyp)
logLik-AIC-methods()所属R语言包:ghyp
Extract Log-Likelihood and Akaike's Information Criterion
提取对数似然和赤池信息标准
译者:生物统计家园网 机器人LoveR
描述----------Description----------
The functions logLik and AIC extract the Log-Likelihood and the Akaike's Information Criterion from fitted generalized hyperbolic distribution objects. The Akaike information criterion is calculated according to the formula -2 * log-likelihood + k * npar, where npar represents the number of parameters in the fitted model, and k = 2 for the usual AIC.
的功能logLik和AIC提取的对数似然和赤池信息标准装广义双曲分布对象。赤池信息量准则是根据公式计算-2 * log-likelihood + k * npar,其中npar代表拟合模型中的参数,k = 2通常AIC。
用法----------Usage----------
## S4 method for signature 'mle.ghyp'
logLik(object, ...)
## S4 method for signature 'mle.ghyp'
AIC(object, ..., k = 2)
参数----------Arguments----------
参数:object
An object of class mle.ghyp.
对象的类mle.ghyp。
参数:k
The “penalty” per parameter to be used; the default k = 2 is the classical AIC.
每个参数的“惩罚”使用默认情况下,K = 2是经典的AIC。
参数:...
An arbitrary number of objects of class mle.ghyp.
任意数量对象类mle.ghyp。
值----------Value----------
Either the Log-Likelihood or the Akaike's Information Criterion.
无论是对数似然或Akaike的信息准则。
注意----------Note----------
The Log-Likelihood as well as the Akaike's Information Criterion can be obtained from the function ghyp.fit.info. However, the benefit of logLik and AIC is that these functions allow a call with an arbitrary number of objects and are better known because they are generic.
方式获得的对数似然,以及作为的Akaike信息准则可以从函数ghyp.fit.info。然而,造福logLik和AIC是,这些功能允许的呼叫,与任意数量的对象,并更好地已知的,因为它们是通用的。
(作者)----------Author(s)----------
David Luethi
参见----------See Also----------
fit.ghypuv, fit.ghypmv, lik.ratio.test,
fit.ghypuv,fit.ghypmv,lik.ratio.test,
实例----------Examples----------
data(smi.stocks)
## Multivariate fit[#多元拟合]
fit.mv <- fit.hypmv(smi.stocks, nit = 10)
AIC(fit.mv)
logLik(fit.mv)
## Univariate fit[#单变量拟合]
fit.uv <- fit.tuv(smi.stocks[, "CS"], control = list(maxit = 10))
AIC(fit.uv)
logLik(fit.uv)
# Both together[这两个一起]
AIC(fit.uv, fit.mv)
logLik(fit.uv, fit.mv)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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