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maxmouchet/penalty.py

Created June 12, 2019 11:19
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penalty.py
def penalty(β):
"""
L: log-likelihood
n: number of data points
k: number of parameters
"""
return lambda L, n, k: β(n)*k - 2*L
AIC = penalty(lambda n: 2)
BIC = penalty(lambda n: np.log(n))
HQC = penalty(lambda n: 2*np.log(np.log(n)))
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