[R] automatic model selection based on BIC in MLE
comtech.usa at gmail.com
Fri May 22 05:47:00 CEST 2009
Could anybody point me to an automatic model selection based on BIC
for my MLE fitting problem, in R?
I would imagine I just have to supply the MLE LLF function, and the
dimension of the problem and the number of observations should be
embedded in the definition of the LLF itself.
And then the automatical model selection procedure will select the
best model for me.
More information about the R-help