lppl  v2.0.0

◆ aic()

template<typename O , typename... Ts>
double aic ( FilterValueType< O, Ts... > &  cache)

Computes the (approximate) Akaike Information Criterion (AIC) of the model.

\(AIC = 2 ( \sum_a dim(r(a)) - \sum_{a\ observed} \log p(r(a)) ) \), where \(r\) is the maximum likelihood record in the cache.

Template Parameters
TsTypes of distributions in the record
Parameters
cachethe empirical distribution over records
Returns
double