CombMSC: Combined Model Selection Criteria

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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.

Author
Andrew K. Smith
Date of publication
2012-10-29 08:56:53
Maintainer
Andrew K. Smith <andrewsmith81@gmail.com>
License
GPL-2
Version
1.4.2

View on CRAN

Man pages

Adj.Rsq
Adjusted R-Squared
AIC.fmo
AIC
BIC
Akaike Information Criterion
CombMSC-package
Combined Model Selection Criteria
compare
Compare 2 msc objects
Cp
Mallows Cp
fit.Models
Generic model fitting
gen.Data
Simulate Data Sets
gen.Params
Simulate parameters
holdout.SS
Holdout Sample Prediction Errors
make.Model.List.Reg
Make Model Lists
num.Terms
Number of terms (parameters) in a model
plot.msc
Display an msc object
PRESS
PRESS
print.msc
Default print method for an msc object
print.summary.msc
Default print method for a summary of an msc object
print.tsm
Default print method for a tsm object
sarima.Sim
Simulate from a specified SARIMA model
sgnf
Significance of an msc object
splitTrainTest
Split a time series into training and testing sets
subsets
Generate all the combinations of k out of n elements
TMC
Compare model selection criteria
weight.Only.N
Weight Only Models of Size N
weightsGivenSize
Generate weight vector based on prior on model size

Files in this package

CombMSC
CombMSC/NAMESPACE
CombMSC/man
CombMSC/man/num.Terms.Rd
CombMSC/man/print.tsm.Rd
CombMSC/man/splitTrainTest.Rd
CombMSC/man/Adj.Rsq.Rd
CombMSC/man/plot.msc.Rd
CombMSC/man/sgnf.Rd
CombMSC/man/print.summary.msc.Rd
CombMSC/man/compare.Rd
CombMSC/man/make.Model.List.Reg.Rd
CombMSC/man/holdout.SS.Rd
CombMSC/man/subsets.Rd
CombMSC/man/Cp.Rd
CombMSC/man/gen.Params.Rd
CombMSC/man/weight.Only.N.Rd
CombMSC/man/BIC.Rd
CombMSC/man/PRESS.Rd
CombMSC/man/AIC.fmo.Rd
CombMSC/man/print.msc.Rd
CombMSC/man/weightsGivenSize.Rd
CombMSC/man/sarima.Sim.Rd
CombMSC/man/CombMSC-package.Rd
CombMSC/man/gen.Data.Rd
CombMSC/man/TMC.Rd
CombMSC/man/fit.Models.Rd
CombMSC/DESCRIPTION
CombMSC/MD5
CombMSC/R
CombMSC/R/AIC.fmo.R
CombMSC/R/subsets.R
CombMSC/R/holdout.Mean.R
CombMSC/R/plot.msc.R
CombMSC/R/holdout.SS.R
CombMSC/R/holdout.Med.default.R
CombMSC/R/BIC.fmo.R
CombMSC/R/gen.Data.glmFormula.R
CombMSC/R/gen.Params.R
CombMSC/R/splitTrainTest.R
CombMSC/R/print.summary.msc.R
CombMSC/R/holdout.Med.lm.R
CombMSC/R/summary.msc.R
CombMSC/R/Cp.R
CombMSC/R/gen.Data.tsm.R
CombMSC/R/fit.Models.glmFormula.R
CombMSC/R/holdout.Med.R
CombMSC/R/num.Terms.formula.R
CombMSC/R/weightsGivenSize.R
CombMSC/R/holdout.SS.fmo.R
CombMSC/R/compare.R
CombMSC/R/gen.Data.R
CombMSC/R/num.Terms.R
CombMSC/R/holdout.Mean.fmo.R
CombMSC/R/num.Terms.tsm.R
CombMSC/R/print.tsm.R
CombMSC/R/holdout.Med.Arima.R
CombMSC/R/Adj.Rsq.lm.R
CombMSC/R/fit.Models.lmFormula.R
CombMSC/R/gen.Params.tsm.R
CombMSC/R/make.Model.List.TS.R
CombMSC/R/holdout.SS.lm.R
CombMSC/R/print.msc.R
CombMSC/R/PRESS.lm.R
CombMSC/R/Cp.lm.R
CombMSC/R/gen.Params.lmFormula.R
CombMSC/R/BIC.R
CombMSC/R/holdout.Mean.default.R
CombMSC/R/PRESS.R
CombMSC/R/PRESS.fmo.R
CombMSC/R/weight.Only.N.R
CombMSC/R/gen.Data.lmFormula.R
CombMSC/R/Adj.Rsq.R
CombMSC/R/Adj.Rsq.fmo.R
CombMSC/R/sarima.Sim.R
CombMSC/R/fit.Models.R
CombMSC/R/sgnf.R
CombMSC/R/TMC.R
CombMSC/R/Cp.fmo.R
CombMSC/R/holdout.Mean.lm.R
CombMSC/R/holdout.Mean.Arima.R
CombMSC/R/make.Model.List.Reg.R
CombMSC/R/holdout.SS.Arima.R
CombMSC/R/fit.Models.tsm.R
CombMSC/R/holdout.SS.default.R
CombMSC/R/holdout.Med.fmo.R