def FPE(N, rho, k=None):
    'Final prediction error criterion\n\n    .. math:: FPE(k) = \\frac{N + k + 1}{N - k - 1} \\rho_k\n\n    :validation: double checked versus octave.\n\n    '
    fpe = ((rho * ((N + k) + 1.0)) / ((N - k) - 1))
    return fpe
Final prediction error criterion

.. math:: FPE(k) = \frac{N + k + 1}{N - k - 1} \rho_k

:validation: double checked versus octave.
def FPE(N, rho, k=None):
    'Final prediction error criterion\n\n    .. math:: FPE(k) = \\frac{N + k + 1}{N - k - 1} \\rho_k\n\n    :validation: double checked versus octave.\n\n    '
    fpe = ((rho * ((N + k) + 1.0)) / ((N - k) - 1))
    return fpe