fic
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).
- Version1.0.0
- R version≥ 2.10
- LicenseGPL-3
- Needs compilation?No
- Last release04/13/2019
Documentation
- VignetteDifferent models for different purposes: focused model comparison in R
- VignetteExamples of focused model comparison: linear regression
- VignetteFocused model comparison with alternative loss functions
- VignetteExamples of focused model comparison: multi-state models
- VignetteExamples of focused model comparison: skew-normal models
- VignetteExamples of focused model comparison: parametric survival modelling
Team
Christopher Jackson
MaintainerShow author detailsGerda Claeskens
Show author detailsRolesAuthorHoward Thom
Show author detailsRolesContributor
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Dependencies
- Imports7 packages
- Suggests8 packages