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Information criterion weights

Source: R/dimension_selection.R
criterion_weights.Rd

Computes relative weights from any information criterion column.

Usage

criterion_weights(
  d_table,
  criterion = c("AIC", "BIC", "CAIC", "ICOMP", "CICOMP")
)

Arguments

d_table

Dimension selection table.

criterion

Criterion column name.

Value

Data frame with criterion differences and weights.

Examples

scores <- as.matrix(mtcars[, c("wt", "hp", "disp")])
dimension_table <- select_dimension(scores, mtcars$mpg, d_max = 2)
criterion_weights(dimension_table, criterion = "BIC")
#>   d criterion    value    delta     weight
#> 1 1       BIC 170.4266 7.911354 0.01878603
#> 2 2       BIC 162.5153 0.000000 0.98121397