FittingTest_BestModelBIC

FittingTest_BestModelBIC(*args)

Select the best model according to the Bayesian information criterion.

Parameters:

sample : 2-d sequence of float

Tested sample.

models : list of Distribution or DistributionFactory

Tested distributions.

Returns:

best_model : Distribution

The best distribution for the sample according to Bayesian information criterion. This may raise a warning if the best model does not perform well.

See also

FittingTest_BIC

Examples

>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.Normal()
>>> sample = distribution.getSample(30)
>>> tested_distributions = [ot.ExponentialFactory(), ot.NormalFactory()]
>>> best_model = ot.FittingTest.BestModelBIC(sample, tested_distributions)
>>> print(best_model)
Normal(mu = -0.0944924, sigma = 0.989808)