statsmodels.nonparametric.kernel_regression.KernelReg.aic_hurvich#
- KernelReg.aic_hurvich(bw, func=None)[source]#
Computes the AIC Hurvich criteria for the estimation of the bandwidth
- Parameters:
- bwarray_like
Vector of bandwidth value(s) at which to evaluate the criterion.
- func
callable,optional Unused here, needed in signature because it’s used in cv_loo.
- Returns:
- aic
ndarray The value of the AIC Hurvich criterion.
- aic
References
See ch.2 in [1] and p.35 in [2].