fic v1.0.0

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Focused Information Criteria for Model Comparison

Compares how well different models estimate a quantity of interest (the "focus") so that different models may be preferred for different purposes. Comparisons within any class of models fitted by maximum likelihood are supported, with shortcuts for commonly-used classes such as generalised linear models and parametric survival models. The methods originate from Claeskens and Hjort (2003) <doi:10.1198/016214503000000819> and Claeskens and Hjort (2008, ISBN:9780521852258).

Functions in fic

Name Description
fic.default Focused information criteria: main user interface
fic.coxph Focused information criteria for Cox proportional hazard regression models
melanoma Malignant melanoma survival data
summary.fic Summarise focused model comparison results
fic-package Focused Information Criteria for Model Comparison
expand_inds Form `fic` model indicator argument in presence of factors
fic.lm Focused information criteria for linear models
newdata_to_X Convert data frame of covariate values to a design matrix
get_H0 Interpolate cumulative hazard function from a fitted Cox model
fic.msm Focused information criteria for multi-state models for panel data
fic.survreg Focused information criteria for parametric survival models
fic_core Focused information criteria: core calculation functions
ggplot_fic Plot focused model comparison statistics: ggplot2 method
focus_fns Built-in focus functions and their derivatives
fit_submodels Fit submodels of a general linear wide model, defined by a matrix of indicators for inclusion of covariates
fic.flexsurvreg Focused information criteria for flexible parametric survival models
fic.glm Focused information criteria for generalized linear models
birthwt Risk factors associated with low infant birth weight
all_inds.default Form indicator matrix describing all submodels of a general linear wide model
plot.fic Plot focused model comparison statistics: base graphics method
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Vignettes of fic

Name
README.md
fic.Rnw
fic.bib
fic.rel
linear.Rnw
loss.Rnw
multistate.Rnw
skewnormal.Rnw
survival.Rnw
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Last month downloads

Details

Date 2019-04-09
URL https://github.com/chjackson/fic
BugReports https://github.com/chjackson/fic/issues
License GPL-3
Encoding UTF-8
LazyData true
RoxygenNote 6.0.1
VignetteBuilder knitr
NeedsCompilation no
Packaged 2019-04-12 11:20:35 UTC; chris
Repository CRAN
Date/Publication 2019-04-13 08:32:39 UTC

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