/aic

python aic implementation

Primary LanguagePython

aic

python aic implementation

Code to determine the model distribution that best fits a given distribution of data. Uses Aikeke's Information Criterion to compare best fit models for Pareto, Lognormal, Normal, Exponential, and Bounded Powerlaw distributions. Produces AIC weights for each distribution, and the parameters for each tested distribution.

See https://en.wikipedia.org/wiki/Akaike_information_criterion for additional details on the method. Documentation can found as docstrings in the code.