github.com/RhysU/ar
Autoregressive process modeling tools in header-only C++
Static Public Member Functions | List of all members
ar::AIC Struct Reference

Represents the Akaike information criterion (AIC). More...

#include <ar.hpp>

Inheritance diagram for ar::AIC:
ar::GIC< 2 > ar::criterion

Static Public Member Functions

static Result overfit_penalty (Integer1 N, Integer2 p)
 Compute overfit penalty given N observations at model order p.
 
template<typename Result , typename Input >
static Result underfit_penalty (Input sigma2e)
 Compute the underfit penalty given \(\sigma^2_\epsilon\).
 

Detailed Description

Represents the Akaike information criterion (AIC).

Definition at line 1877 of file ar.hpp.


The documentation for this struct was generated from the following file: