View source: R/InfoCritCompare.R
InfoCritCompare | R Documentation |
glmssn
Information Criteria
InfoCritCompare
displays important model criteria for each object
of class glmssn object in the model list.
InfoCritCompare(model.list)
model.list |
a list of fitted glmssn-class model objects in the form
|
InfoCritCompare
displays important model criteria that can be
used to compare and select spatial statistical models. For instance, spatial
models can be compared with non-spatial models, other spatial models, or both.
InfoCritCompare
returns a data.frame of the model criteria for
each specified glmssn-class object. These are useful for comparing and
selecting models. The columns in the data.frame are described below. In the
description below 'obs' is an observed data value, 'pred' is its prediction
using cross-validation, and 'predSE' is the prediction standard error using
cross-validation.
model formula
estimation method, either maximum likelihood (ML) or restricted maximum likelihood (REML)
names of the variance components, including the autocovariance model names, the nugget effect, and the random effects.
-2 log-likelihood. Note that the neg2LogL is only returned if the
Gaussian distribution (default) was specified when creating the glmssn
object.
Akaike Information Criteria (AIC). Note that AIC is only returned if the
Gaussian distribution (default) was specified when creating the glmssn
object.
bias, computed as mean(obs - pred).
standardized bias, computed as mean((obs - pred)/predSE).
root mean-squared prediction error, computed as sqrt(mean((obs - pred)^2))
root average variance, computed as sqrt(mean(predSE^2)). If the prediction standard errors are being estimated well, this should be close to RMSPE.
standardized mean-squared prediction error, computed as mean(((obs - pred)/predSE)^2). If the prediction standard errors are being estimated well, this should be close to 1.
the proportion of times that the observed value was within the prediction interval formed from pred +- qt(.9, df)*predSE, where qt is the quantile t function, and df is the number of degrees of freedom. If there is little bias and the prediction standard errors are being estimated well, this should be close to 0.8 for large sample sizes.
the proportion of times that observed value was within the prediction interval formed from pred +- qt(.95, df)*predSE, where qt is the quantile t function, and df is the number of degrees of freedom. If there is little bias and the prediction standard errors are being estimated well, this should be close to 0.9 for large sample sizes.
the proportion of times that the observed value was within the prediction interval formed from pred +- qt(.975, df)*predSE, where qt is the quantile t function, and df is the number of degrees of freedom. If there is little bias and the prediction standard errors are being estimated well, this should be close to 0.95 for large sample sizes.
Jay Ver Hoef support@SpatialStreamNetworks.com
glmssn
, summary.glmssn
, AIC
,
CrossValidationStatsSSN
library(SSN) data(modelFits) #for examples only, make sure all models have the correct path #if you use importSSN(), path will be correct fitNS$ssn.object <- updatePath(fitNS$ssn.object, paste0(tempdir(),'/MiddleFork04.ssn')) fitRE$ssn.object <- updatePath(fitRE$ssn.object, paste0(tempdir(),'/MiddleFork04.ssn')) fitSp$ssn.object <- updatePath(fitSp$ssn.object, paste0(tempdir(),'/MiddleFork04.ssn')) fitSpRE1$ssn.object <- updatePath(fitSpRE1$ssn.object, paste0(tempdir(),'/MiddleFork04.ssn')) fitSpRE2$ssn.object <- updatePath(fitSpRE2$ssn.object, paste0(tempdir(),'/MiddleFork04.ssn')) compare.models <- InfoCritCompare(list(fitNS, fitRE, fitSp, fitSpRE1, fitSpRE2)) # Examine the model criteria compare.models # Compare the AIC values for all models with random effects compare.models[c(2,4,5),c("Variance_Components","AIC")] # Compare the RMSPE for the spatial models compare.models[c(3,4,5),c("Variance_Components","RMSPE")] # Compare the RMSPE between spatial and non-spatial models compare.models[c(1,3),c("formula","Variance_Components", "RMSPE")]
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.