pal.statistics
Class PenalizedLikelihood

java.lang.Object
  |
  +--pal.statistics.PenalizedLikelihood

public class PenalizedLikelihood
extends java.lang.Object

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

PenalizedLikelihood

public PenalizedLikelihood()
Method Detail

AIC

public static double AIC(double l,
                         int k)
Akaike (AIC) correction (Akaike 1974)
Parameters:
l - log-likelihood
k - 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-likelihood
k - number of inferred parameters
n - 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-likelihood
k - number of inferred parameters
n - sample size
Returns:
l - k - (k(k+1))/(n - k - 1)