CombMSC: Combined Model Selection Criteria

Functions for computing optimal convex combinations of model selection criteria based on ranks, along with utility functions for constructing model lists, MSCs, and priors on model lists.

Install the latest version of this package by entering the following in R:
install.packages("CombMSC")
AuthorAndrew K. Smith
Date of publication2012-10-29 08:56:53
MaintainerAndrew K. Smith <andrewsmith81@gmail.com>
LicenseGPL-2
Version1.4.2

View on CRAN

Functions

Adj.Rsq Man page
Adj.Rsq.fmo Man page
Adj.Rsq.lm Man page
AIC.fmo Man page
BIC Man page
BIC.fmo Man page
CombMSC Man page
CombMSC-package Man page
compare Man page
Cp Man page
Cp.fmo Man page
Cp.lm Man page
fit.Models Man page
fit.Models.glmFormula Man page
fit.Models.lmFormula Man page
fit.Models.tsm Man page
gen.Data Man page
gen.Data.glmFormula Man page
gen.Data.lmFormula Man page
gen.Data.tsm Man page
gen.Params Man page
gen.Params.lmFormula Man page
gen.Params.tsm Man page
holdout.Mean Man page
holdout.Mean.Arima Man page
holdout.Mean.default Man page
holdout.Mean.fmo Man page
holdout.Mean.lm Man page
holdout.Med Man page
holdout.Med.Arima Man page
holdout.Med.default Man page
holdout.Med.fmo Man page
holdout.Med.lm Man page
holdout.SS Man page
holdout.SS.Arima Man page
holdout.SS.default Man page
holdout.SS.fmo Man page
holdout.SS.lm Man page
make.Model.List.Reg Man page
make.Model.List.TS Man page
num.Terms Man page
num.Terms.formula Man page
num.Terms.tsm Man page
plot.msc Man page
PRESS Man page
PRESS.fmo Man page
PRESS.lm Man page
print.msc Man page
print.summary.msc Man page
print.tsm Man page
sarima.Sim Man page
sgnf Man page
splitTrainTest Man page
subsets Man page
summary.msc Man page
TMC Man page
weight.Only.N Man page
weightsGivenSize Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.