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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Pankaj Dey
Pankaj Dey 2015-9-1
回答： Bjorn Gustavsson 2015-9-1
I want to get the values of AIC, BIC for selection of the best fitted probability distribution to a data. How to get that?

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Bjorn Gustavsson
Bjorn Gustavsson 2015-9-1
There are a couple of contributions at the file exchange:
allregress
FDB-find-the-best-distribution-tool
fit-all-valid-parametric-probability-distributions-to-data
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...
HTH

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