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Compute model selection criteria

Source: R/dimension_selection.R
compute_information_criteria.Rd

Computes AIC, BIC, CAIC, ICOMP, and CICOMP for a fitted linear model.

Usage

compute_information_criteria(fit, complexity = c("C1", "C1F"), eps = 1e-10)

Arguments

fit

A fitted lm object.

complexity

Character string. Complexity measure, either "C1" or "C1F".

eps

Eigenvalue floor.

Value

Named numeric vector of criteria.

Examples

fit <- stats::lm(mpg ~ wt + hp, data = mtcars)
compute_information_criteria(fit)
#>      AIC      BIC     CAIC    ICOMP   CICOMP 
#> 156.6523 162.5153 166.5153 161.0673 178.9303