Description Usage Arguments Value Author(s) References Examples
Generic function for calculating Bozdogan's information complexity measure (ICOMP). ICOMP is a likelihood-based criterion similar to Akaike's Information Criterion (AIC). As with AIC, a smaller ICOMP value corresponds to a better model.
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object |
A model for which there is a method for |
... |
Additional arguments. |
cplex |
Complexity measure, as a string. Valid options are "C0", "C1", "C1F", and "COND", the latter being condition number. |
The ICOMP value for the given model.
Drew Schmidt and Jake Ferguson
Bozdogan, H. Haughton, D.M.A (1998). Information complexity criteria for regression models. Computation Statistics & Data Analysis 28: 51-76
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