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Generalized Information Criterion (GIC) #6

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mepcotterell opened this issue Jan 27, 2017 · 0 comments
Open

Generalized Information Criterion (GIC) #6

mepcotterell opened this issue Jan 27, 2017 · 0 comments
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@mepcotterell
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We should implement and test Generalized Information Criterion (GIC) [1] for estimating the optimal roughness penalty in the Smoothing_F class.

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[1] Konoshi, Sadanori, and Genshiro Kitagawa. 1996. “Generalised Information Criteria in Model Selection.” Biometrika 83 (4). Oxford University Press: 875–90. https://www.jstor.org/stable/2337290
@mepcotterell mepcotterell changed the title Implement GIC Generalized Information Criterion (GIC) Feb 1, 2017
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