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]