Represents the finite information criterion (FIC) as applied to a particular estimation_method. More...
#include <ar.hpp>
Inheritance diagram for ar::FIC< EstimationMethod, AlphaNumerator, AlphaDenominator >:
Static Public Member Functions | |
| template<typename Result , typename Integer1 , typename Integer2 > | |
| 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
template<class EstimationMethod, int AlphaNumerator = 3, int AlphaDenominator = 1>
struct ar::FIC< EstimationMethod, AlphaNumerator, AlphaDenominator >
Represents the finite information criterion (FIC) as applied to a particular estimation_method.
The penalty factor \(\alpha\) is controlled by AlphaNumerator / AlphaDenominator.
The documentation for this struct was generated from the following file:
