R: Corrected AIC

AICc {gamlr}

R Documentation

Corrected AIC

Corrected AIC calculation.

AICc(object, k=2)

`object`	Some model object that you can call `logLik` on (such as a `gamlr` or `glm` fit).
`k`	The usual `AIC` complexity penalty. `k` defaults to 2.

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.

Hurvich, C. M. and C-L Tsai, 1989. "Regression and Time Series Model Selection in Small Samples", Biometrika 76.