CRAN/E | fic

fic

Focused Information Criteria for Model Comparison

Installation

About

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).

github.com/chjackson/fic
Bug report File report

Key Metrics

Version 1.0.0
R ≥ 2.10
Published 2019-04-13 1812 days ago
Needs compilation? no
License GPL-3
CRAN checks fic results

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Maintainer

Maintainer

Christopher Jackson

chris.jackson@mrc-bsu.cam.ac.uk

Authors

Christopher Jackson

cre / aut

(package design and programming)

Gerda Claeskens

aut

(method development and design advice)

Howard Thom

ctb

Material

Reference manual
Package source

Vignettes

Different models for different purposes: focused model comparison in R
Examples of focused model comparison: linear regression
Focused model comparison with alternative loss functions
Examples of focused model comparison: multi-state models
Examples of focused model comparison: skew-normal models
Examples of focused model comparison: parametric survival modelling

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

R ≥ 2.10

Imports

stats
numDeriv
mvtnorm
ggplot2
scales
survival
tensor
abind

Suggests

knitr
rmarkdown
testthat
msm ≥ 1.6.6
flexsurv
sn
gapminder
GGally