ShuoStat/RIE: Estimate the relative information error of selected models
The relative information error is proposed to estimate the false selection in simulation study. It is alike error rate, but takes correlations into account. The package provides two solutions to calculate entropy information: the first one is based on the distribution (differential entropy) and can only be used for continuous variables, the second one is based on the discretized data and can be applied in both continuous and binary variables.
Getting started
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Package details |
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| Maintainer | |
| License | GPL (>= 3) |
| Version | 0.0.0.9000 |
| URL | https://github.com/ShuoStat |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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