How to get the values of AIC (Akaike Information Criteria), BIC for selecting the best distribution among different distributions fitted to a data?

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I want to get the values of AIC, BIC for selection of the best fitted probability distribution to a data. How to get that?

Answers (1)

Bjorn Gustavsson
Bjorn Gustavsson on 1 Sep 2015
There are a couple of contributions at the file exchange:
If you just want to compare a set of regressions it shouldn't be too demanding to roll your own AIC/BIC evaluation, but these 3 does what it seems you ask for...


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