CAIC | R Documentation |
Consistent AIC
CAIC(object, ..., alpha)
## Default S3 method:
CAIC(object, ..., alpha)
CAICtable(object, ..., alpha)
object |
A fitted model object. |
... |
More fitted model objects. |
alpha |
Weight factor between 0 and 1 (see Details). Default value is 0.5. |
CAIC = alpha * AIC + (1 - alpha) * BIC
Atomic vector if only one input object provided,
a data frame similar to what is returned by
AIC
and BIC
if there are more than one input objects.
CAICtable
returns a data frame with
delta CAIC (dCAIC = CAIC - min(CAIC)) and CAIC
weights (wCAIC = exp(-0.5 dCAIC_i) / sum(exp(-0.5 dCAIC_i)))
where i = 1,...,m are candidate models.
Subhash Lele and Peter Solymos
Bozdogan, H. 1987. Model selection and Akaike's information criterion (AIC): the general theory and its analytical extensions. Psychometrika, 52, 345-370.
Taper, M. 2004. Model identification from many candidates. In: Taper, M. and Lele, S. R. (eds), The Nature of Scientific Evidence: Statistical, Philosophical, and Empirical Considerations. The University of Chicago Press, Chicago, IL, 567 pp.
AIC
, BIC
## compare some random models
y <- rnorm(10)
a <- lm(y ~ runif(10))
b <- lm(y ~ runif(10))
0.5*(AIC(a) + BIC(a))
CAIC(a)
AIC(a)
CAIC(a, alpha=1)
BIC(a)
CAIC(a, alpha=0)
CAIC(a, b)
CAIC(a, b, alpha=0.2)
CAICtable(a, b, alpha=1)
## you can use global option
## useful when inside of xv or bootstrap
## no need for extra argument
getOption("CAIC_alpha")
op <- options(CAIC_alpha = 0.2)
getOption("CAIC_alpha")
CAIC(a,b)
options(op)
getOption("CAIC_alpha")
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