Focused Information Criteria for Model Comparison

Compares how well different models estimate a quantity of interest (the "focus") so that different models may be preferred for different purposes. Comparisons within any class of models fitted by maximum likelihood are supported, with shortcuts for commonly-used classes such as generalised linear models and parametric survival models. The methods originate from Claeskens and Hjort (2003) and Claeskens and Hjort (2008, ISBN:9780521852258).


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install.packages("fic")

1.0.0 by Christopher Jackson, 4 months ago


https://github.com/chjackson/fic


Report a bug at https://github.com/chjackson/fic/issues


Browse source code at https://github.com/cran/fic


Authors: Christopher Jackson [cre, aut] (package design and programming) , Gerda Claeskens [aut] (method development and design advice) , Howard Thom [ctb]


Documentation:   PDF Manual  


GPL-3 license


Imports stats, numDeriv, mvtnorm, ggplot2, scales, survival, tensor, abind

Suggests knitr, rmarkdown, testthat, msm, flexsurv, sn, gapminder, GGally


See at CRAN