Hi all, Could anybody point me to an automatic model selection based on BIC for my MLE fitting problem, in R?
I would imagine I just have to supply the MLE LLF function, and the dimension of the problem and the number of observations should be embedded in the definition of the LLF itself. And then the automatical model selection procedure will select the best model for me. Thanks! ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
