ICOMP {icomp} | R Documentation |
Function for calculating the ICOMP criterion for one lm object or several objects in a list. Returns ICOMP, ICOMPr and ICOMPcv values.
ICOMP(model.list)
model.list |
A list of models or else a single lm model |
A smaller ICOMP value corresponds to a better model.
Values are not comparable across criterion.
If a model object is provided, ICOMP returns 3 values with labels given below. If a list is provided, ICOMP returns a data frame with each models ICOMP values listed. Order of model outputs is the same as the list input.
ICOMP |
numeric value of ICOMP |
ICOMPr |
numeric value of ICOMPr |
ICOMPcv |
numeric value of ICOMPcv |
Jake Ferguson
Bozdogan, H. Haughton, D.M.A (1998). Information complexity criteria for regression models. Computation Statistics & Data Analysis 28: 51-76