Pintelon freeware
Pintelon
Added: May 05, 2013 | Visits: 400
Returns Rissanen's Minimum Description Length.Requires System Identification toolbox.Call it like built-in functions aic(m) and fpe(m).Use MDL like AIC or FPE to compare models of different complexities. Choose model with lowest MDL or AIC or FPE. Pintelon & Schoukens (2001) pp. 329,550 say MDL...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (45): Minimum Description Length Download |