ICOMPr.lm {icomp} | R Documentation |
Calculates the ICOMPr criterion value. ICOMPr is similar to ICOMP but operates on the correlation matrix.
ICOMPr.lm(lm.model)
lm.model |
a linear model of class 'lm' |
returns the ICOMPr criterion value.
Jake Ferguson
Bozdogan, H. Haughton, D.M.A (1998). Information complexity criteria for regression models. Computation Statistics & Data Analysis 28: 51-76