Hello.
The sentence in extractAIC's help
<http://www.stat.psu.edu/~dhunter/R/html/stats/html/extractAIC.html> which
discusses AIC's estimate of -2logL from RSS reads: "AIC only handles
unknown scale and uses the formula n log (RSS/n) - n + n log 2pi - sum(log w)
where w are the weights. Further AIC counts the scale estimation as a parameter
in the edf and extractAIC does not." Am I misunderstanding something, or
should it have a +n as the second term and not a -n? That's what seems to be
happening in gaussian()$aic (not counting an extra addition of +2). It also
could be that I've confused something somewhere, so I appreciate any
elucidation.
Thank you,
Avraham Adler
