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2006 Jun 05
2
Calculation of AIC BIC from mle
R 2.3.0, all packages up to date
Linux, SuSE 10.0
Hi
I want to calculate AIC or BIC from several results from mle calculation.
I found the AIC function, but it does not seem to work with objects of
class mle -
If I execute the following:
ml1 <- mle(...)
AIC(ml1)
I get the following error messale:
Error in logLik(object) : no applicable method for "logLik"
Therefore I am using the following to calculate the AIC:
#AICmle calculate AIC from mle object
AICmle <- function( m, k=2)
{
lL <- logLik(m)
edf <- attr(lL, "df")
LL <- lL[1]
- 2 * LL + k * edf
}
1)...