ICOMP {icomp}R Documentation

ICOMP

Description

Function for calculating the ICOMP criterion for one lm object or several objects in a list. Returns ICOMP, ICOMPr and ICOMPcv values.

Usage

ICOMP(model.list)

Arguments

model.list A list of models or else a single lm model

Details

A smaller ICOMP value corresponds to a better model.

Values are not comparable across criterion.

Value

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

Author(s)

Jake Ferguson

References

Bozdogan, H. Haughton, D.M.A (1998). Information complexity criteria for regression models. Computation Statistics & Data Analysis 28: 51-76


[Package icomp version 0.1 Index]