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Information Criteria

AIC.SWR.Rd

Computes Akaike's Information Criterion (AIC) (Akaike 1974) and Bayesian Information Criterion (BIC) (Schwarz 1978) .

Usage

# S3 method for SWR
AIC(object, ts_input, ts_output, ...)

# S3 method for SWR
BIC(object, ts_input, ts_output, ...)

Arguments

object

an SWR model object created using trainSWR

ts_input

a vector or ts object containing the input time series

ts_output

a vector or ts object (on the same time scale as ts_input) containing the target time series

...

currently unused

Value

AIC or BIC value

Functions

  • AIC(SWR): Akaike's Information Criterion

  • BIC(SWR): Bayesian Information Criterion

References

Akaike H (1974). “A new look at the statistical model identification.” IEEE Transactions on Automatic Control, 19(6), 716--723. doi:10.1109/tac.1974.1100705 .

Schwarz G (1978). “Estimating the Dimension of a Model.” The Annals of Statistics, 6(2). doi:10.1214/aos/1176344136 .