Am Dienstag, den 21.05.2013, 16:17 +0100 schrieb Prof Brian Ripley: > 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. > Dear Prof. Ripley,
many thanks for pointing this out. The attributes 'df' and 'nobs' have been added to logLik.varest() on R-Forge (project 'AICTS II', revision >= 90); soon to be released on CRAN (package version 1.5-1). Best, Bernhard > > > > > > 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 > > ______________________________________________ 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.