Om meddelelsens problem I

Wed May 15 we went through Exam stk 4160 June 2011 Exercises 1 and 2, discussing related issues along the way, e.g. concerning model averaging and risk functions.

I have uploaded com28c, which does the FIC and AFIC for the ldl data. Check that you understand this programme and can modify it on your own for later purposes. In particular it uses certain tricks to go through the full list of 2^q submodels in one go. The programme also fits the data to a certain heteroskedastic model which does quite a bit better than the eight models used in the Exercise 2.

Next week is Abelian (six million kroner to Deligne), but we meet Wed May 22, perhaps two hours rather than three, and go through the rest of Exam stk 4160 2011.