MC_getWeights: Optimize weights for model averaging.
In RMKruse/helpeR: R-Helper-Files meiner Arbeit
Description
Usage
Arguments
Value
Author(s)
View source: R/MC_getWeights.R
Description
Function to constructed an optimal vector of weights for model averaging of
Linear Mixed Models based on the proposal of Zhang et al. (2014) of using Stein's Formular
to derive a suitable criterion based on the conditional Akaike Information Criterion as
proposed by Greven and Kneib. The underlying optimization used is a customized version
of the Augmented Lagrangian Method.
Usage
1
MC_getWeights(models)
Arguments
models
An list object containing all considered candidate models fitted by
lmer of the lme4-package or of class
lme.
Value
An updated object containing a vector of weights for the underlying candidate models, value
of the object given said weights as well as the time needed.
Author(s)
Rene-Marcel Kruse
RMKruse/helpeR documentation built on Feb. 28, 2020, 8:12 a.m.
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Description Usage Arguments Value Author(s)
View source: R/MC_getWeights.R
Description
Function to constructed an optimal vector of weights for model averaging of Linear Mixed Models based on the proposal of Zhang et al. (2014) of using Stein's Formular to derive a suitable criterion based on the conditional Akaike Information Criterion as proposed by Greven and Kneib. The underlying optimization used is a customized version of the Augmented Lagrangian Method.
Usage
1 | MC_getWeights(models)
|
Arguments
models |
An list object containing all considered candidate models fitted by
|
Value
An updated object containing a vector of weights for the underlying candidate models, value of the object given said weights as well as the time needed.
Author(s)
Rene-Marcel Kruse
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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