Package pal.statistics

Class PenalizedLikelihood

  • 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

    • 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)

      • 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)