PIE: Perturbation index
In sebastianankargren/FMA: Frequentist Model Averaging

Perturbation index (Yuan and Yang (2005)) CURRENTLY DOES NOT WORK

1 2	PIE(y, X, rhovec = seq(0.2, 0.8, by = 0.2), nreps = 100, avertype = "all", estimators = c("AIC", "BIC", "MMA", "JMA"))

`y`	Response vector.
`X`	Design matrix.
`rhovec`	Vector of rho values.
`nreps`	Number of replications.
`avertype`	Type of averaging.
`estimators`	The (FMA) estimators to include.

Returns matrix with the index

sebastianankargren/FMA documentation built on May 29, 2019, 4:57 p.m.

sebastianankargren/FMA index

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