Enum PELTPenaltySelectionMethod

Namespace

SignalSharp.Detection.PELT

Assembly

SignalSharp.dll

Specifies the method used for automatic penalty selection in PELT.

public enum PELTPenaltySelectionMethod

Fields

AIC = 1

Akaike Information Criterion (AIC). May select slightly more complex models than BIC. Requires a likelihood-based cost function.

AICc = 2

Corrected Akaike Information Criterion (AICc). A correction for AIC, recommended for smaller sample sizes. Requires a likelihood-based cost function.

BIC = 0

Bayesian Information Criterion (BIC) / Schwarz Information Criterion (SIC). Tends to favor simpler models. Requires a likelihood-based cost function.