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  • License: Freeware
  • Last update: 5 years ago
  • Total downloads: 263
  • Price: Free |
  • Operating system: Linux, Mac OS X, Win All, BSD, Solaris
  • Publisher: William Rose (1 other programs)
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scripts default iconMinimum Description Length (Scripts) Publisher's description

Returns Rissanen's Minimum Description Length.

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 is better than AIC; AIC tends to select a too-complex model.
Example: Compute & print MDL and AIC for an AR model of order 10.
fprintf('MDL=%.3d; AIC=%.3fn',mdl(m_fb),aic(m_fb));
William C Rose 2007-06-05.

System Requirements:

MATLAB 7.2 (R2006a)
Program Release Status: Major Update
Program Install Support: Install and Uninstall

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