statsmodels.nonparametric.kernel_regression.KernelReg.aic_hurvich
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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 ofKernelReg
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].
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