Minimum Description Length script download - Minimum Description Length Minimum Description Length computes MDL for a model.

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Minimum Description Length Minimum Description Length computes MDL for a model.
Minimum Description Length computes MDL for a model. 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.Data=iddata(y,[],1/Fs);m_fb=ar(Data,10,'fb');fprintf('MDL=%.3d; AIC=%.3f',mdl(m_fb),aic(m_fb));

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Release date: 2009-08-28
Last update: 2009-08-28
Platform: Windows / Linux / Mac OS / BSD / Solaris
Language: Matlab
Price:Freeware $
Company: William Rose
Info url: http://www.mathworks.com/matlabcentral/fileexchange/loadAuthor.do?objectType=author&objectId=1095381




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