statsmodels.tools.eval_measures.aicc

statsmodels.tools.eval_measures.aicc(llf, nobs, df_modelwc)[source]

Akaike information criterion (AIC) with small sample correction

Parameters:
llf{float, numpy:array_like}

value of the loglikelihood

nobsint

number of observations

df_modelwcint

number of parameters including constant

Returns:
aiccfloat

information criterion

References

https://en.wikipedia.org/wiki/Akaike_information_criterion#AICc