AIC statistic added
This commit is contained in:
2026-04-08 22:53:33 -03:00
parent d053ebf02c
commit aacfe3f977
7 changed files with 258 additions and 835 deletions

18
etc/tools/statistics.py Normal file
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import numpy as np
def aic_statistic(dist, data, axis):
"""
AIC-based goodness-of-fit statistic.
AIC = 2k - 2ln(L)
Lower AIC indicates better fit, but since goodness_of_fit()
treats larger statistic values as worse fit, AIC works directly.
"""
k = len(dist.args)
log_likelihood = np.sum(dist.logpdf(data), axis=axis)
aic = 2 * k - 2 * log_likelihood
return aic