pal.statistics
Class PenalizedLikelihood

java.lang.Object
  pal.statistics.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

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)