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Compare multiple models

Source: R/compare_models.R
compare_models.Rd

This function performs model comparison by comparing multiple fHMM_model objects with respect to

  • the number of model parameters,

  • the log-likelihood value,

  • the AIC value,

  • the BIC value.

Usage

compare_models(...)

Arguments

...

A list of one or more objects of class fHMM_model.

Value

A data.frame with models in rows and comparison criteria in columns.

Examples

### 3-state HMM with t-distributions is preferred over 2-state HMM with
### normal distributions for the DAX data based on AIC and BIC
compare_models(dax_model_2n, dax_model_3t)
#>              parameters loglikelihood       AIC       BIC
#> dax_model_2n          6      17403.61 -34795.21 -34755.13
#> dax_model_3t         15      17650.02 -35270.05 -35169.85