CAIC: Consistent AIC

Description Usage Arguments Details Value Author(s) References See Also Examples

Description

Consistent AIC

Usage

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CAIC(object, ..., alpha)
## Default S3 method:
CAIC(object, ..., alpha)

Arguments

object

A fitted model object.

...

More fitted model objects.

alpha

Weight factor between 0 and 1 (see Details). Default value is 0.5.

Details

CAIC = alpha * AIC + (1 - alpha) * BIC

Value

Atomic vector if only one input object provided, a data frame similar to what is returned by AIC and BIC if there are more than one input objects.

Author(s)

Subhash Lele and Peter Solymos

References

Bozdogan, H. 1987. Model selection and Akaike's information criterion (AIC): the general theory and its analytical extensions. Psychometrika, 52, 345-370.

Taper, M. 2004. Model identification from many candidates. In: Taper, M. and Lele, S. R. (eds), The Nature of Scientific Evidence: Statistical, Philosophical, and Empirical Considerations. The University of Chicago Press, Chicago, IL, 567 pp.

See Also

AIC, BIC

Examples

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## compare some random models
y <- rnorm(10)
a <- lm(y ~ runif(10))
b <- lm(y ~ runif(10))

0.5*(AIC(a) + BIC(a))
CAIC(a)
AIC(a)
CAIC(a, alpha=1)
BIC(a)
CAIC(a, alpha=0)

CAIC(a, b)
CAIC(a, b, alpha=0.2)

## you can use global option
## useful when inside of xv or bootstrap
## no need for extra argument
getOption("CAIC_alpha")
op <- options(CAIC_alpha = 0.2)
getOption("CAIC_alpha")
CAIC(a,b)
options(op)
getOption("CAIC_alpha")

Example output

ResourceSelection 0.3-2 	 2017-02-28
[1] 30.6828
[1] 30.6828
[1] 30.22893
[1] 30.22893
[1] 31.13668
[1] 31.13668
  df     CAIC
a  3 30.68280
b  3 33.60236
  df     CAIC
a  3 30.95513
b  3 33.87469
NULL
[1] 0.2
  df     CAIC
a  3 30.95513
b  3 33.87469
NULL

ResourceSelection documentation built on May 2, 2019, 6:29 p.m.