Class PenalizedLikelihood

java.lang.Object
pal.statistics.PenalizedLikelihood

public class PenalizedLikelihood extends Object
Penalized likelihood criteria
Version:
$Id: PenalizedLikelihood.java,v 1.1 2001/07/10 09:16:29 korbinian Exp $
Author:
Korbinian Strimmer
  • Constructor Summary

    Constructors
    Constructor
    Description
     
  • Method Summary

    Modifier and Type
    Method
    Description
    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 Details

    • PenalizedLikelihood

      public PenalizedLikelihood()
  • Method Details

    • 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)