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Compute one reduced-model information criterion

Usage

compute_ic(
  y,
  Z,
  criterion = c("cicomp", "icomp", "aic", "caic", "bic"),
  response_type = c("continuous", "categorical", "survival"),
  delta = NULL,
  n_active = NULL,
  support_penalty = FALSE,
  tol = 1e-10
)

Arguments

y

Response vector.

Z

Reduced predictors.

criterion

Criterion name.

response_type

Response type.

delta

Optional event indicator.

n_active

Optional active-support size.

support_penalty

Include active-support size in effective df.

tol

Numerical tolerance.

Value

Scalar criterion value.