pal.statistics
Class PenalizedLikelihood
java.lang.Object
|
+--pal.statistics.PenalizedLikelihood
- public class PenalizedLikelihood
- extends java.lang.Object
Penalized likelihood criteria
Method Summary |
static double |
AIC(double l,
int k)
Akaike (AIC) correction (Akaike 1974) |
static double |
AICC(double l,
int k,
int n)
Second-order Akaike (AICC) correction (Hurvich and Tsai 1989) |
static double |
BIC(double l,
int k,
int n)
BIC correction (Schwarz 1978) |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
PenalizedLikelihood
public PenalizedLikelihood()
AIC
public static double AIC(double l,
int k)
- Akaike (AIC) correction (Akaike 1974)
- Parameters:
l
- log-likelihoodk
- number of inferred parameters- Returns:
- l - k
BIC
public static double BIC(double l,
int k,
int n)
- BIC correction (Schwarz 1978)
- Parameters:
l
- log-likelihoodk
- number of inferred parametersn
- sample size- Returns:
- l - k/2 log(n)
AICC
public static double AICC(double l,
int k,
int n)
- Second-order Akaike (AICC) correction (Hurvich and Tsai 1989)
- Parameters:
l
- log-likelihoodk
- number of inferred parametersn
- sample size- Returns:
- l - k - (k(k+1))/(n - k - 1)