ic.pen {midasml} | R Documentation |
Compute the penalty based on chosen information criteria
Description
Compute the penalty based on chosen information criteria
Usage
ic.pen(ic_choice, df, t)
Arguments
ic_choice |
information criteria choice: BIC, AIC or AICc. |
df |
effective degrees of freedom. |
t |
sample size. |
Value
penalty value.
[Package midasml version 0.1.10 Index]