matlab aic怎么用,AIC信息准则的编程

1.AIC只需两个inputs ( LLF , numParams)

2.BIC需要三个inputs (LLF , numParams , numObs)

3.aicbic.m在garch toolbox工具箱,AIC,BIC都容易计算,重点是求LLF.

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function [AIC , BIC] = aicbic(LLF , numParams , numObs)

%AICBIC Akaike and Bayesian information criteria for model order selection.

% Given optimized log-likelihood function (LLF) values obtained by fitting

% models of the conditional mean and variance to a univariate return series,

% compute the Akaike (AIC) and Bayesian (BIC) information criteria. Since

% information criteria penalize models with additional parameters, AIC and

% BIC are model order selection criteria based on parsimony. When using

% either AIC or BIC, models that minimize the criteria are preferred.

%

% [AIC , BIC] = aicbic(LLF , NumParams , NumObs)

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% Optional Inputs: NumObs

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