ICOMPr.lm {icomp}R Documentation

ICOMPr

Description

Calculates the ICOMPr criterion value. ICOMPr is similar to ICOMP but operates on the correlation matrix.

Usage

ICOMPr.lm(lm.model)

Arguments

lm.model a linear model of class 'lm'

Value

returns the ICOMPr criterion value.

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]