Package pal.statistics
Class PenalizedLikelihood
java.lang.Object
pal.statistics.PenalizedLikelihood
Penalized likelihood criteria
- Version:
- $Id: PenalizedLikelihood.java,v 1.1 2001/07/10 09:16:29 korbinian Exp $
- Author:
- Korbinian Strimmer
-
Constructor Summary
Constructors -
Method Summary
-
Constructor Details
-
PenalizedLikelihood
public PenalizedLikelihood()
-
-
Method Details
-
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)
-