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STK++ 0.9.13
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Derived class of Criterion for computing the BIC Criterion The Bic criteria is a penalization of the likelihood given by the formula. More...
#include <STK_PenCriterion.h>

Public Member Functions | |
| BICCriterion () | |
| Default Constructor. | |
| BICCriterion (IStatModelBase *const p_model) | |
| Constructor. | |
| BICCriterion (IStatModelBase const &model) | |
| Constructor. | |
| BICCriterion (BICCriterion const &criterion) | |
| copy Constructor. | |
| virtual | ~BICCriterion () |
| virtual destructor. | |
| BICCriterion * | clone () const |
| clone pattern | |
| virtual bool | run () |
| implementation of the virtual method run | |
Public Member Functions inherited from STK::ICriterion | |
| virtual | ~ICriterion () |
| Destructor. | |
| Real const & | value () const |
| void | setModel (IStatModelBase const *p_model) |
| void | setModel (IStatModelBase const &model) |
Public Member Functions inherited from STK::IRunnerBase | |
| String const & | error () const |
| get the last error message. | |
Additional Inherited Members | |
Protected Member Functions inherited from STK::ICriterion | |
| ICriterion () | |
| Default Constructor. | |
| ICriterion (IStatModelBase const *p_model) | |
| Constructor. | |
| ICriterion (IStatModelBase const &model) | |
| Constructor. | |
| ICriterion (ICriterion const &criterion) | |
| copy Constructor. | |
Protected Member Functions inherited from STK::IRunnerBase | |
| IRunnerBase () | |
| default constructor | |
| IRunnerBase (IRunnerBase const &runner) | |
| copy constructor | |
| virtual | ~IRunnerBase () |
| destructor | |
| virtual void | update () |
| update the runner. | |
Protected Attributes inherited from STK::ICriterion | |
| IStatModelBase const * | p_model_ |
| The current statistical model to use. | |
| Real | value_ |
| Computed value of the criterion. | |
Protected Attributes inherited from STK::IRunnerBase | |
| String | msg_error_ |
| String with the last error message. | |
| bool | hasRun_ |
true if run has been used, false otherwise | |
Derived class of Criterion for computing the BIC Criterion The Bic criteria is a penalization of the likelihood given by the formula.
![\[
-2 \cdot \ln{p(x|k)} \approx \mathrm{BIC} = {-2 \cdot \ln{L} + D \ln(n) }
\]](form_328.png)
where 


Definition at line 142 of file STK_PenCriterion.h.
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Default Constructor.
Definition at line 146 of file STK_PenCriterion.h.
Referenced by clone().
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Constructor.
| p_model | apointer on the current model |
Definition at line 150 of file STK_PenCriterion.h.
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Constructor.
| model | the current model |
Definition at line 154 of file STK_PenCriterion.h.
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copy Constructor.
| criterion | the criterion to copy |
Definition at line 158 of file STK_PenCriterion.h.
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implementation of the virtual method run
Implements STK::IRunnerBase.
Definition at line 168 of file STK_PenCriterion.h.
References STK::IStatModelBase::computeBIC(), STK::IRunnerBase::msg_error_, STK::ICriterion::p_model_, run(), STKERROR_NO_ARG, and STK::ICriterion::value_.
Referenced by run().