% File src/library/stats/man/AIC.Rd % Part of the R package, http://www.R-project.org % Copyright 1995-2007 R Core Development Team % Distributed under GPL 2 or later %% From package:nlme AIC.Rd,v 1.4 2000/07/03 18:22:45 bates %% with additional "k = 2" argument (MM) \name{AIC} \alias{AIC} %\alias{AIC.default} %\alias{AIC.logLik} \title{Akaike's An Information Criterion} \description{ Generic function calculating the Akaike information criterion for one or several fitted model objects for which a log-likelihood value can be obtained, according to the formula \eqn{-2 \mbox{log-likelihood} + k n_{par}}{-2*log-likelihood + k*npar}, where \eqn{n_{par}}{npar} represents the number of parameters in the fitted model, and \eqn{k = 2} for the usual AIC, or \eqn{k = \log(n)} (\eqn{n} the number of observations) for the so-called BIC or SBC (Schwarz's Bayesian criterion). } \usage{ AIC(object, \dots, k = 2) } \arguments{ \item{object}{a fitted model object, for which there exists a \code{logLik} method to extract the corresponding log-likelihood, or an object inheriting from class \code{logLik}.} \item{\dots}{optionally more fitted model objects.} \item{k}{numeric, the \emph{penalty} per parameter to be used; the default \code{k = 2} is the classical AIC.} } \details{ The default method for \code{AIC}, \code{AIC.default()} entirely relies on the existence of a \code{\link{logLik}} method computing the log-likelihood for the given class. 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. Different constants have conventionally be used for different purposes and so \code{\link{extractAIC}} and \code{AIC} may give different values (and do for models of class \code{"lm"}: see the help for \code{\link{extractAIC}}). } \value{ If just one object is provided, returns a numeric value with the corresponding AIC (or BIC, or \dots, depending on \code{k}); if multiple objects are provided, returns a \code{data.frame} with rows corresponding to the objects and columns representing the number of parameters in the model (\code{df}) and the AIC. } \references{ Sakamoto, Y., Ishiguro, M., and Kitagawa G. (1986). \emph{Akaike Information Criterion Statistics}. D. Reidel Publishing Company. } \author{Jose Pinheiro and Douglas Bates} \seealso{ \code{\link{extractAIC}}, \code{\link{logLik}}. } \examples{ lm1 <- lm(Fertility ~ . , data = swiss) AIC(lm1) stopifnot(all.equal(AIC(lm1), AIC(logLik(lm1)))) ## a version of BIC or Schwarz' BC : AIC(lm1, k = log(nrow(swiss))) } \keyword{models}