AICc {gamlr} | R Documentation |
Corrected AIC calculation.
AICc(object, k=2)
object |
Some model object that you can call |
k |
The usual |
This works just like usual AIC, but instead calculates the small sample (or high dimensional) corrected version from Hurvich and Tsai
AICc = -2\log LHD + k*df*\frac{n}{n-df-1}.
A numeric value for every model evaluated.
Matt Taddy mataddy@gmail.com
Hurvich, C. M. and C-L Tsai, 1989. "Regression and Time Series Model Selection in Small Samples", Biometrika 76.
gamlr, hockey