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).

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Description file content

Package
fic
Title
Focused Information Criteria for Model Comparison
Version
1.0.0
Date
2019-04-09
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).
Maintainer
Christopher Jackson
Depends
R (>= 2.10)
Imports
stats, numDeriv, mvtnorm, ggplot2, scales, survival, tensor, abind
URL
BugReports
https://github.com/chjackson/fic/issues
License
GPL-3
Encoding
UTF-8
LazyData
true
RoxygenNote
6.0.1
Suggests
knitr, rmarkdown, testthat, msm(>= 1.6.6), flexsurv, sn, gapminder, GGally
VignetteBuilder
knitr
NeedsCompilation
no
Packaged
2019-04-12 11:20:35 UTC; chris
Author
Christopher Jackson [cre, aut] (package design and programming), Gerda Claeskens [aut] (method development and design advice), Howard Thom [ctb]
Repository
CRAN
Date/Publication
2019-04-13 08:32:39 UTC

install.packages('fic')

1.0.0

3 months ago

https://github.com/chjackson/fic

Christopher Jackson

GPL-3

Depends on

R (>= 2.10)

Imports

stats, numDeriv, mvtnorm, ggplot2, scales, survival, tensor, abind

Suggests

knitr, rmarkdown, testthat, msm(>= 1.6.6), flexsurv, sn, gapminder, GGally

Discussions