fic (version 1.0.0)

Focused Information Criteria for Model Comparison

Description

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) and Claeskens and Hjort (2008, ISBN:9780521852258).

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Install

install.packages('fic')

Monthly Downloads

138

Version

1.0.0

License

GPL-3

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Last Published

April 13th, 2019

Functions in fic (1.0.0)