gic.DMR | R Documentation |
Computes values of Generalized Information Criterion for the entire sequence of models from a DMR
object.
gic.DMR(
x,
c = ifelse(x$arguments$family == "gaussian", constants()$RIC_gaussian_constant,
constants()$RIC_binomial_constant)
)
x |
Fitted |
c |
Parameter controlling amount of penalization for complexity of the model in the generalized information criterion (GIC). For linear regression GIC for model M is defined as
where
where |
An object of class "gic.DMR"
is returned, which is a list with the ingredients of the gic fit.
df (number of parameters) for the model with minimal GIC.
Fitted DMR
object.
Vector of GIC values for the entire sequence of models.
plot.gic.DMR
for plotting, coef.gic.DMR
for extracting coefficients and predict.gic.DMR
for prediction.
data(miete)
y <- miete[,1]
X <- miete[,-1]
m <- DMR(X, y)
(g <- gic.DMR(m, c = 2.5))
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