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.


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install.packages("modeLLtest")

1.0.0 by Shana Scogin, 14 days ago


https://github.com/ShanaScogin/modeLLtest


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


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, methods, MASS, Rcpp

Suggests knitr, rmarkdown, testthat

Linking to Rcpp, RcppArmadillo

System requirements: GNU make


See at CRAN