Log-likelihood of a "Renouv" object

Log-likelihood, AIC, BIC and number of observations of an object of class "Renouv".

Usage

# S3 method for Renouv
AIC(object, ..., k = 2)
# S3 method for Renouv
BIC(object, ...)
# S3 method for Renouv
logLik(object, ...)
# S3 method for Renouv
nobs(object, ...)

Arguments

object

Object of class "Renouv".

k

See AIC.

...

Not used yet.

Author

Yves Deville

Note

logLik, AIC and BIC can be used with an object of class "Renouv" which makes use of historical data. In this case, the number of observations may be misleading since a single historical observation may concern dozens of years and thus have a much greater impact on the estimation of the tail than an "ordinary" observation.

Caution

Comparing log-likelihoods, AIC or BIC for different Renouv objects makes sense only when these share the same data and the same threshold.

See also

The AIC, nobs generic functions.