fic-package

<p>For a full explanation of the methods behind the <span class="pkg">fic</span> package and worked examples of using it, see the main package vignette "Different models for different purposes: focused model comparison in R"</p>

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).

Christopher Jackson

fic-package: Focused Information Criteria for Model Comparison

Description

Arguments