I'm writing an open source software toolkit for multiscale autoregressive modeling with wavelets (http://www.dataraptor.net/ MSARW/). As part of an upgrade, automatic fitting procedures are being added. For this upgrade, I need the mean and variance, a way of testing values of the parameters listed below or both. I've made an extensive Google search and found nothing. Any help is appreciated. The parameters in question are: AIC (Akaike Information Criterion) http://en.wikipedia.org/wiki/Akaike_information_criterion BIC (Bayesian Information Criterion) http://en.wikipedia.org/wiki/Bayesian_information_criterion MAE (Mean Absolute Error) http://en.wikipedia.org/wiki/Mean_absolute_error Thank you
Need Formulas For Mean & SE/SD of Some Things
Started by ●February 4, 2009