[UPDATE] move summary stats to separate files. AIC, AICc, BIC.

TODO.md

@@ -12,12 +12,9 @@ TODO
 	-	[jarque-bera test](http://en.wikipedia.org/wiki/Jarque%E2%80%93Bera_test)
 	-	[condition number](http://en.wikipedia.org/wiki/Condition_number)
 	-	p-value
-	-	log likelihood
 	-	estimate std error
 	-	t-value
 	-	t-prob
-	- 	aic
-	-	bic
 	-	skew
 	-	kurt
 	-	influential observations

lib/adjustedrsquared.js

@@ -0,0 +1,55 @@
+/**
+*
+*	ADJUSTED COEFFICIENT OF DETERMINATION
+*
+*
+*	DESCRIPTION:
+*		- Computes the adjusted coefficient of determination (adjusted R squared).
+*
+*	NOTES:
+*		[1]
+*
+*
+*	TODO:
+*		[1]
+*
+*
+*	LICENSE:
+*		MIT
+*
+*	Copyright (c) 2015. Athan Reines.
+*
+*
+*	AUTHOR:
+*		Athan Reines. kgryte@gmail.com. 2015.
+*
+*/
+
+'use strict';
+
+// MODULES //
+
+var rsq = require( './rsquared.js' );
+
+
+// ADJUSTED R SQUARED //
+
+/**
+* FUNCTION: arsq( mss, tss, mdf, rdf )
+*	Computes the adjusted coefficient of determination.
+*
+* @param {Number} mss - model sum of squares
+* @param {Number} tss - total sum of squares
+* @param {Number} mdf - model degrees of freedom
+* @param {Number} rdf - residual degrees of freedom
+* @returns {Number} adjusted coefficient of determination
+*/
+function arsq( mss, tss, mdf, rdf ) {
+	var r2 = rsq( mss, tss );
+	return r2 - (1-r2)*(mdf/rdf);
+} // end FUNCTION arsq()
+
+
+// EXPORTS //
+
+module.exports = arsq;

lib/aic.js

@@ -0,0 +1,45 @@
+/**
+*
+*	AIC
+*
+*
+*	DESCRIPTION:
+*		- Computes the Akaike information criterion.
+*
+*	NOTES:
+*		[1]
+*
+*
+*	TODO:
+*		[1]
+*
+*
+*	LICENSE:
+*		MIT
+*
+*	Copyright (c) 2015. Athan Reines.
+*
+*
+*	AUTHOR:
+*		Athan Reines. kgryte@gmail.com. 2015.
+*
+*/
+
+'use strict';
+
+/**
+* FUNCTION: aic( ll, k )
+*	Computes the Akaike information criterion.
+*
+* @param {Number} ll - log likelihood
+* @param {Number} k - number of parameters
+* @returns {Number} Akaike information criterion
+*/
+function aic( ll, k ) {
+	return 2 * ( k - ll );
+} // end FUNCTION aic()
+
+
+// EXPORTS //
+
+module.exports = aic;

lib/aicc.js

@@ -0,0 +1,53 @@
+/**
+*
+*	AIC
+*
+*
+*	DESCRIPTION:
+*		- Computes the corrected Akaike information criterion for finite sample sizes.
+*
+*	NOTES:
+*		[1]
+*
+*
+*	TODO:
+*		[1]
+*
+*
+*	LICENSE:
+*		MIT
+*
+*	Copyright (c) 2015. Athan Reines.
+*
+*
+*	AUTHOR:
+*		Athan Reines. kgryte@gmail.com. 2015.
+*
+*/
+
+'use strict';
+
+// MODULES //
+
+var aic = require( './aic.js' );
+
+
+// CORRECTED AIC //
+
+/**
+* FUNCTION: aicc( ll, N, k )
+*	Computes the corrected Akaike information criterion for finite sample sizes.
+*
+* @param {Number} ll - log likelihood
+* @param {Number} N - sample size
+* @param {Number} k - number of parameters
+* @returns {Number} Akaike information criterion
+*/
+function aicc( ll, N, k ) {
+	return aic( ll, k ) + (2*k*(k+1)) / (N-k-1);
+} // end FUNCTION aicc()
+
+
+// EXPORTS //
+
+module.exports = aicc;

lib/bic.js

@@ -0,0 +1,46 @@
+/**
+*
+*	BIC
+*
+*
+*	DESCRIPTION:
+*		- Computes the Bayesian information criterion.
+*
+*	NOTES:
+*		[1]
+*
+*
+*	TODO:
+*		[1]
+*
+*
+*	LICENSE:
+*		MIT
+*
+*	Copyright (c) 2015. Athan Reines.
+*
+*
+*	AUTHOR:
+*		Athan Reines. kgryte@gmail.com. 2015.
+*
+*/
+
+'use strict';
+
+/**
+* FUNCTION: bic( ll, N, k )
+*	Computes the Bayesian information criterion.
+*
+* @param {Number} ll - log likelihood
+* @param {Number} N - number of observations
+* @param {Number} k - number of parameters
+* @returns {Number} Bayesian information criterion
+*/
+function bic( ll, N, k ) {
+	return -2*ll + k*Math.log( N );
+} // end FUNCTION bic()
+
+
+// EXPORTS //
+
+module.exports = bic;

lib/loglikelihood.js

@@ -0,0 +1,45 @@
+/**
+*
+*	LOG LIKELIHOOD
+*
+*
+*	DESCRIPTION:
+*		- Computes the log likelihood.
+*
+*	NOTES:
+*		[1]
+*
+*
+*	TODO:
+*		[1]
+*
+*
+*	LICENSE:
+*		MIT
+*
+*	Copyright (c) 2015. Athan Reines.
+*
+*
+*	AUTHOR:
+*		Athan Reines. kgryte@gmail.com. 2015.
+*
+*/
+
+'use strict';
+
+/**
+* FUNCTION: loglikelihood( N, rss )
+*	Computes the log likelihood.
+*
+* @param {Number} N - number of observations
+* @param {Number} rss - residual sum of squares (sum of squared errors)
+* @returns {Number} log likelihood
+*/
+function loglikelihood( N, rss ) {
+	return -N / 2 * ( Math.log( (rss/N) * 2 * Math.PI ) + 1 );
+} // end FUNCTION loglikelihood()
+
+
+// EXPORTS //
+
+module.exports = loglikelihood;

lib/model.js

@@ -35,10 +35,20 @@ var isArray = require( 'validate.io-array' ),
 	isFunction = require( 'validate.io-function' ),
 	isNumber = require( 'validate.io-number' ),
 	isBoolean = require( 'validate.io-boolean-primitive' ),
-	copy = require( 'utils-copy' ),
-	rss = require( './rss.js' ),
+	copy = require( 'utils-copy' );
+
+
+// FUNCTIONS //
+
+var rss = require( './rss.js' ),
 	mss = require( './mss.js' ),
-	tss = require( './tss.js' );
+	tss = require( './tss.js' ),
+	aic = require( './aic.js' ),
+	aicc = require( './aicc.js' ),
+	bic = require( './bic.js' ),
+	rsq = require( './rsquared.js' ),
+	arsq = require( './adjustedrsquared.js' ),
+	ll = require( './loglikelihood.js' );
 
 
 // MODEL //
@@ -341,10 +351,10 @@ function createModel( x, y, xmu, ymu, slope, yint ) {
 		summary.tss = tss( y, ymu );
 
 		// Coefficient of Determination:
-		summary.rsq = summary.mss / summary.tss;
+		summary.rsq = rsq( summary.mss, summary.tss );
 
 		// Adjusted coefficient of determination:
-		summary.arsq = summary.rsq - (1-summary.rsq)*(summary.mdf / summary.rdf);
+		summary.arsq = arsq( summary.mss, summary.tss, summary.mdf, summary.rdf );
 
 		// Sample variance:
 		summary.variance = summary.tss / summary.df;
@@ -365,7 +375,16 @@ function createModel( x, y, xmu, ymu, slope, yint ) {
 		summary.rstdev = Math.sqrt( summary.rvariance );
 
 		// Log likelihood:
-		summary.loglikelihood = -N / 2 * ( Math.log( (summary.rss/N) * 2 * Math.PI ) + 1 );
+		summary.loglikelihood = ll( N, summary.rss );
+
+		// Akaike information criterion:
+		summary.aic = aic( summary.loglikelihood, m );
+
+		// Corrected Akaike information criterion for finite sample sizes:
+		summary.aicc = aicc( summary.loglikelihood, N, m );
+
+		// Bayesian information criterion:
+		summary.bic = bic( summary.loglikelihood, N, m );
 
 		// F statistic:
 		summary.fstat = summary.mvariance / summary.rvariance;

lib/rsquared.js

@@ -0,0 +1,45 @@
+/**
+*
+*	COEFFICIENT OF DETERMINATION
+*
+*
+*	DESCRIPTION:
+*		- Computes the coefficient of determination (R squared).
+*
+*	NOTES:
+*		[1]
+*
+*
+*	TODO:
+*		[1]
+*
+*
+*	LICENSE:
+*		MIT
+*
+*	Copyright (c) 2015. Athan Reines.
+*
+*
+*	AUTHOR:
+*		Athan Reines. kgryte@gmail.com. 2015.
+*
+*/
+
+'use strict';
+
+/**
+* FUNCTION: rsq( mss, tss )
+*	Computes the coefficient of determination.
+*
+* @param {Number} mss - model sum of squares
+* @param {Number} tss - total sum of squares
+* @returns {Number} coefficient of determination
+*/
+function rsq( mss, tss ) {
+	return mss / tss;
+} // end FUNCTION rsq()
+
+
+// EXPORTS //
+
+module.exports = rsq;