Consistent AIC

Description

Consistent AIC

Usage

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

Arguments

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

## 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")

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(ResourceSelection)
ResourceSelection 0.2-6 	 2016-02-15
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/ResourceSelection/CAIC.Rd_%03d_medium.png", width=480, height=480)
> ### Name: CAIC
> ### Title: Consistent AIC
> ### Aliases: CAIC CAIC.default
> ### Keywords: htest
> 
> ### ** Examples
> 
> ## compare some random models
> y <- rnorm(10)
> a <- lm(y ~ runif(10))
> b <- lm(y ~ runif(10))
> 
> 0.5*(AIC(a) + BIC(a))
[1] 28.41812
> CAIC(a)
[1] 28.41812
> AIC(a)
[1] 27.96424
> CAIC(a, alpha=1)
[1] 27.96424
> BIC(a)
[1] 28.87199
> CAIC(a, alpha=0)
[1] 28.87199
> 
> CAIC(a, b)
  df     CAIC
a  3 28.41812
b  3 31.73839
> CAIC(a, b, alpha=0.2)
  df     CAIC
a  3 28.69044
b  3 32.01072
> 
> ## you can use global option
> ## useful when inside of xv or bootstrap
> ## no need for extra argument
> getOption("CAIC_alpha")
NULL
> op <- options(CAIC_alpha = 0.2)
> getOption("CAIC_alpha")
[1] 0.2
> CAIC(a,b)
  df     CAIC
a  3 28.69044
b  3 32.01072
> options(op)
> getOption("CAIC_alpha")
NULL
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>