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:
- bw
str
or numpy:array_like See the
bw
parameter of KernelReg for details.
- bw
- Returns:
- aic
ndarray
The AIC Hurvich criteria, one element for each variable.
- func
None
Unused here, needed in signature because it’s used in cv_loo.
- aic
References
See ch.2 in [1] and p.35 in [2].