The ESTER package implements sequential testing based on evidence ratios computed from the weights of a set of models. These weights correspond to Akaike weights when based on either the Akaike Information Criterion (AIC) or the Bayesian Information Criterion (BIC), and to pseudo-BMA weights when computed from the Widely Applicable Information Criterion (WAIC).
You can install the latest published version from CRAN using:
install.packages("ESTER")
Or the development version (recommended) from Github with:
if (!require("devtools") ) install.packages("devtools")
devtools::install_github("lnalborczyk/ESTER", dependencies = TRUE)
The ictab function takes as input a named list of models to be compared, and returns a dataframe with the given information criterion and the weight of each model.
library(ESTER) data(mtcars) mod1 <- lm(mpg ~ cyl, mtcars) mod2 <- lm(mpg ~ cyl + vs, mtcars) mod3 <- lm(mpg ~ cyl * vs, mtcars) mods <- list(mod1 = mod1, mod2 = mod2, mod3 = mod3) ictab(mods, aic) #> modnames ic k delta_ic ic_wt #> 1 mod1 170.1636 3 0.0000 0.7029 #> 2 mod2 172.5400 4 2.3765 0.2142 #> 3 mod3 174.4389 5 4.2753 0.0829
You can study the evolution of sequential ERs using the seqtest function.
data(mtcars) mod1 <- lm(mpg ~ cyl, mtcars) mod2 <- lm(mpg ~ cyl + disp, mtcars) seqtest(ic = aic, mod1, mod2, nmin = 10) #> ERi ppt ER #> 1 er 10 0.05008926 #> 2 er 11 0.07979700 #> 3 er 12 0.10363095 #> 4 er 13 0.11969544 #> 5 er 14 0.14678899 #> 6 er 15 1.10881485 #> 7 er 16 8.47867299 #> 8 er 17 6.75795190 #> 9 er 18 2.08641975 #> 10 er 19 2.19488818 #> 11 er 20 1.86450874 #> 12 er 21 2.38524035 #> 13 er 22 2.90472472 #> 14 er 23 3.39367311 #> 15 er 24 3.90918017 #> 16 er 25 1.67451190 #> 17 er 26 1.87769784 #> 18 er 27 2.10269935 #> 19 er 28 2.03674461 #> 20 er 29 2.20410125 #> 21 er 30 1.65463233 #> 22 er 31 1.73448182 #> 23 er 32 2.15556958
More detailed information can be found in the main vignette, available online here, or by typing vignette("ESTER") in the console.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4