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ConfZIC  

Confidence Envelopes for Model Selection Criteria Based on Minimum ZIC
View on CRAN: Click here


Download and install ConfZIC package within the R console
Install from CRAN:
install.packages("ConfZIC")

Install from Github:
library("remotes")
install_github("cran/ConfZIC")

Install by package version:
library("remotes")
install_version("ConfZIC", "1.0.1")



Attach the package and use:
library("ConfZIC")
Maintained by
I.M.L. Nadeesha Jayaweera
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-05-20
Latest Update: 2023-06-14
Description:
Narrow down the number of models to look at in model selection using the confidence envelopes based on the minimum ZIC (Generalized Information Criteria) values for regression and time series data. Functions involve the computation of multivariate normal-probabilities with covariance matrices based on minimum ZIC inverting the CDF of the minimum ZIC. It involves both the computation of singular and non-singular probabilities as described in Genz (1992) <[https:doi.org/10.2307/1390838]https:doi.org/10.2307/1390838>.
How to cite:
I.M.L. Nadeesha Jayaweera (2023). ConfZIC: Confidence Envelopes for Model Selection Criteria Based on Minimum ZIC. R package version 1.0.1, https://cran.r-project.org/web/packages/ConfZIC
Previous versions and publish date:
1.0.0 (2023-05-20 10:20)
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Functions, R codes and Examples using the ConfZIC R package
Full ConfZIC package functions and examples
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