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fic: Focused Information Criteria for Model Comparison
Compares how well different models estimate a quantity of interest (the "focus") so that different models may be preferred for different purposes. Comparisons within any class of models fitted by maximum likelihood are supported, with shortcuts for commonly-used classes such as generalised linear models and parametric survival models. The methods originate from Claeskens and Hjort (2003) <doi:10.1198/016214503000000819> and Claeskens and Hjort (2008, ISBN:9780521852258).
Getting started
Package overview
Different models for different purposes: focused model comparison in R
Examples of focused model comparison: linear regression
Examples of focused model comparison: multi-state models
Examples of focused model comparison: parametric survival modelling
Examples of focused model comparison: skew-normal models
Focused model comparison with alternative loss functions
Browse package contents
Package details |
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| Author | Christopher Jackson [cre, aut] (package design and programming), Gerda Claeskens [aut] (method development and design advice), Howard Thom [ctb] |
| Maintainer | Christopher Jackson <chris.jackson@mrc-bsu.cam.ac.uk> |
| License | GPL-3 |
| Version | 1.0.0 |
| URL | https://github.com/chjackson/fic |
| Package repository | View on CRAN |
| Installation |
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