ECIC: Perform the Error Control for Information Criteria (ECIC)...
In mcullan/ecic:

Description Usage Arguments Value Examples

Perform the Error Control for Information Criteria (ECIC) Procedure.

1 2	ECIC(models, data, alpha = c(0.01, 0.05, 0.1), N = 1000, ic = "AIC", genBest = TRUE)

`data:`	A vector/matrix data samplecompatible with the specified models.
`model:`	A string vector specifying the models to use.

An ecic object with the following attributes: decisions: A dataframe containing the results of the ECIC procedure, along with the decisions given by the best scoring model and the Burnham & Anderson (BA) rule (accept best model if delta < -10).

observed: an ecicObserved object containing the observed IC delta, the information criterion values for each model given the data, fitted parameters for each model, and the observed data itself.

bias.correction: An ecicBias object containing the corrected model parameters and the data used for the bias correction procedure.

error.control: A list of ecicControl objects corresponding to each alternative model. Each ecicControl object contains information related to the error control bootstrap procedure: a vector of model bootstrap frequencies, a vector of bootstrap IC deltas, estimated parameters corresponding to each bootstrap sample, a matrix of model scores, and the bootstrap data itself.

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my.data = GenerateData(25, "norm", c(mu = 0.3, sd = 1.2))
my.models = c("norm0", "norm1" "norm")
ECIC(my.data, my.models, alpha = 0.05, N = 1000, ic = "AIC")