On 21/05/2013 16:11, Dimitri Liakhovitski wrote:
Sorry, I am using package "vars"
So you need to report the bug in that package to its maintainer.
?logLik says
Value:
Returns an object of class ‘logLik’. This is a number with at
least one attribute, ‘"df"’ (*d*egrees of *f*reedom), giving the
number of (estimated) parameters in the model.
and the methods in vars do not comply.
On Tue, May 21, 2013 at 11:09 AM, Prof Brian Ripley
<rip...@stats.ox.ac.uk <mailto:rip...@stats.ox.ac.uk>> wrote:
On 21/05/2013 16:00, Dimitri Liakhovitski wrote:
Hello!
I am using package "VAR".
What is that? There is no such package on CRAN nor BioC.
I've fitted my model:
mymodel<-VAR(mydata,myp,type="__const")
I can extract the Log Liklihood for THE WHOLE MODEL:
logLik(mymodel)
How could I calculate (other than manually) the corresponding Akaike
Information Criterion (AIC)?
I tried AIC - but it does not take mymodel:
AIC(mymodel)
# numeric(0)
Thank you!
This is not reproducible, pace the posting guide. The default
method for AIC() should work if the logLik() method is written
correctly, so I guess it was not.
--
Brian D. Ripley, rip...@stats.ox.ac.uk <mailto:rip...@stats.ox.ac.uk>
Professor of Applied Statistics,
http://www.stats.ox.ac.uk/~__ripley/
<http://www.stats.ox.ac.uk/~ripley/>
University of Oxford, Tel: +44 1865 272861
<tel:%2B44%201865%20272861> (self)
1 South Parks Road, +44 1865 272866 <tel:%2B44%201865%20272866> (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
<tel:%2B44%201865%20272595>
--
Dimitri Liakhovitski
--
Brian D. Ripley, rip...@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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