public class PenalizedLikelihood
Penalized likelihood criteria
public static double AIC(double l,
int k)
Akaike (AIC) correction (Akaike 1974)
l - log-likelihoodk - number of inferred parameterspublic static double BIC(double l,
int k,
int n)
BIC correction (Schwarz 1978)
l - log-likelihoodk - number of inferred parametersn - sample sizepublic static double AICC(double l,
int k,
int n)
Second-order Akaike (AICC) correction (Hurvich and Tsai 1989)
l - log-likelihoodk - number of inferred parametersn - sample size