|
||||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Objectpal.statistics.PenalizedLikelihood
public class PenalizedLikelihood
Penalized likelihood criteria
Constructor Summary | |
---|---|
PenalizedLikelihood()
|
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 |
Constructor Detail |
---|
public PenalizedLikelihood()
Method Detail |
---|
public static double AIC(double l, int k)
l
- log-likelihoodk
- number of inferred parameters
public static double BIC(double l, int k, int n)
l
- log-likelihoodk
- number of inferred parametersn
- sample size
public static double AICC(double l, int k, int n)
l
- log-likelihoodk
- number of inferred parametersn
- sample size
|
||||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |