How to order by AIC (Akaike Information Criterion) or BIC (Bayesian Information Criterion)?

[emma-luk]

1. The tables are ordered by sum of squares, but ordering by Akaike Information Criterion or Bayesian Information Criterion would give a different result. The KL-divergence appears to be infinite (8.6 Tanker is not infinite. Do you know why??), which is worrying as KL should be below for a good fit. How to order by Akaike Information Criterion or Bayesian Information Criterion?

2. Most of the distributions in the section appear bi-modal or multi-modal, but the standard distributions out of SciPy appear to be single modal. So we're not seeing a good fit. Fitting a multi-modal distribution will increase the model complexity (number of model parameters) and so measures such as aic and bic will become important as a progressively better fit will be possible by increasing the dimension of a multi-modal distribution.

[emma-luk]

@cokelaer @Julien Hoachuck @epruesse @tirkarthi @Data-drone

Would you consider PR that implements order by Akaike Information Criterion or Bayesian Information Criterion? How to order by Akaike Information Criterion or Bayesian Information Criterion?

Thank you

Emma

[lahdjirayhan]

Regarding sorting by AIC or BIC,

One can do the following to sort the pandas dataframe returned by f.summary():

f.summary().sort_values('bic')

Reference: https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.sort_values.html