AICvlm(VGAM)
AICvlm()所属R语言包:VGAM
Akaike's Information Criterion
Akaike的信息准则
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Calculates the Akaike information criterion for a fitted model object for which a log-likelihood value has been obtained.
赤池信息量准则计算,已获得的对数似然值的拟合模型对象。
用法----------Usage----------
AICvlm(object, ..., k = 2)
参数----------Arguments----------
参数:object
Some VGAM object, for example, having class vglmff-class.
一些VGAM对象,例如,类vglmff-class。
参数:...
Other possible arguments fed into logLik in order to compute the log-likelihood.
其他可能的参数送入logLik为了计算对数似然。
参数:k
Numeric, the penalty per parameter to be used; the default is the classical AIC.
数字,每个参数使用默认的处罚是经典的AIC。
Details
详细信息----------Details----------
The following formula is used for VGLMs: -2*log-likelihood + k*npar, where npar represents the number of parameters in the fitted model, and k = 2 for the usual AIC. One could assign k = \log(n) (n the number of observations) for the so-called BIC or SBC (Schwarz's Bayesian criterion).
下面的公式用于VGLMs:-2*log-likelihood + k*npar,其中npar代表拟合模型中的参数,k = 2通常AIC。人们可以分配k = \log(n)(n的若干意见),所谓的BIC或SBC(施瓦茨的贝叶斯准则)。
This code relies on the log-likelihood being defined, and computed, for the object. When comparing fitted objects, the smaller the AIC, the better the fit. The log-likelihood and hence the AIC is only defined up to an additive constant.
这段代码依赖于对数似然被定义和计算的对象。比较合身的对象时,较小的AIC,更好的契合。对数似然,因此AIC只定义了到添加剂常数。
Any estimated scale parameter (in GLM parlance) is used as one parameter.
任何估计尺度参数(GLM说法)被用作一个参数。
For VGAMs the nonlinear effective degrees of freedom for each smoothed component is used. This formula is heuristic.
对于VGAMs非线性有效自由度为每个平滑成分被使用。这个公式是启发式的。
值----------Value----------
Returns a numeric value with the corresponding AIC (or BIC, or ..., depending on k).
与相应的AIC(或的BIC,或...,根据k)返回一个数值。
警告----------Warning ----------
This code has not been double-checked. The general applicability of AIC for the VGLM/VGAM classes has not been developed fully. In particular, AIC should not be run on some VGAM family functions because of violation of certain regularity conditions, etc.
这个代码没有经过双重检查。的普遍适用性AIC为的VGLM / VGAM类中没有得到全面发展。特别是AIC不应该运行在一些VGAM家庭功能,因为违反一定的规律性条件等
注意----------Note----------
AIC has not been defined for QRR-VGLMs yet.
AIC还没有被定义QRR-VGLMs的。
(作者)----------Author(s)----------
T. W. Yee.
参见----------See Also----------
VGLMs are described in vglm-class; VGAMs are described in vgam-class; RR-VGLMs are described in rrvglm-class; AIC.
VGLMs中描述vglm-class; VGAMs中描述vgam-class;的RR-VGLMs是rrvglm-classAIC。
实例----------Examples----------
pneumo = transform(pneumo, let=log(exposure.time))
(fit1 <- vglm(cbind(normal, mild, severe) ~ let,
cumulative(parallel=TRUE, reverse=TRUE), pneumo))
coef(fit1, matrix=TRUE)
AIC(fit1)
(fit2 <- vglm(cbind(normal, mild, severe) ~ let,
cumulative(parallel=FALSE, reverse=TRUE), pneumo))
coef(fit2, matrix=TRUE)
AIC(fit2)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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