[R] Calculation of AIC BIC from mle

From: Rainer M KRug <RMK_at_krugs.de>
Date: Mon 05 Jun 2006 - 18:22:02 EST


R 2.3.0, all packages up to date
Linux, SuSE 10.0

Hi

I want to calculate AIC or BIC from several results from mle calculation.

I found the AIC function, but it does not seem to work with objects of class mle -
If I execute the following:
ml1 <- mle(...)
AIC(ml1)

I get the following error messale:
Error in logLik(object) : no applicable method for "logLik"

Therefore I am using the following to calculate the AIC:

#AICmle calculate AIC from mle object
AICmle <- function( m, k=2)
{

	lL <- logLik(m)
	edf <- attr(lL, "df")
	LL <- lL[1]
	- 2 * LL + k * edf

}
  1. Why is AIC not working with objects of class mle - am I doing something wrong, is it a bug or by design?
  2. Just for confirmation - is my calculation of AIC correct?

Thanks

Rainer



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