Compare Models with Cross-Validated Log-Likelihood

An implementation of the cross-validated difference in means (CVDM) test by Desmarais and Harden (2014) (see also Harden and Desmarais, 2011 ) and the cross-validated median fit (CVMF) test by Desmarais and Harden (2012) . These tests use leave-one-out cross-validated log-likelihoods to assist in selecting among model estimations. You can also utilize data from Golder (2010) and Joshi & Mason (2008) that are included to facilitate examples from real-world analysis.


Reference manual

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1.0.3 by Shana Scogin, a year ago

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Authors: Shana Scogin <[email protected]> , Sarah Petersen <[email protected]> , Jeff Harden <[email protected]> , Bruce A. Desmarais <[email protected]>

Documentation:   PDF Manual  

GPL-3 license

Imports stats, quantreg, survival, coxrobust, MASS, Rcpp

Suggests knitr, rmarkdown, testthat

Linking to Rcpp, RcppArmadillo

System requirements: GNU make

See at CRAN