infocrit
Calculate Akaike and Bayesian information criteria
Syntax
[aic,bic] = infocrit(L,k,m)
Arguments
See also Common variable names and data structures.
input
L maximum log-likelihood k number of free parameters m number of observations
output
aic AIC value bic BIC value
Description
Calculates the Akaike and Bayesian information criteria from the maximised log-likelihood of a model [1]. For the Akaike information criterion, the finite sample bias-corrected form ("AICc") of Hurvich and Tsai [2] is calculated.
References
[1] K. P. Burnham and D. R. Anderson, "Model Selection and Multimodel Inference: A Practical Information-Theoretic Approach", 2nd ed., Springer-Verlag, 2002.
[2] C. M. Hurvich and C.-L. Tsai, "Regression and time series model selection in small samples", Biometrika, 76, 1989.