STK++ 1.0
STK_BICCriterion.h File Reference

In this file we define the BICCriterion class. More...

#include "STK_ICriterion.h"
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Classes

class  STK::BICCriterion
 Derived class of Criterion for computing the BIC Criterion The Bic criteria is a penalization of the likelihood given by the formula

\[ -2 \cdot \ln{p(x|k)} \approx \mathrm{BIC} = {-2 \cdot \ln{L} + D \ln(n) } \]

where $ L $ represents the likelihood of the observations, $ D $ the number of free parameter of the model and $ n $ the number of sample. More...

Namespaces

namespace  STK
 

STK means the Statistical ToolKit.



Detailed Description

In this file we define the BICCriterion class.

In this file we implement the BICCriterion class.

Definition in file STK_BICCriterion.h.