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 array_like
See the
bw
parameter of KernelReg for details.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.
References
See ch.2 in [1] and p.35 in [2].