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