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maclogp: Measures of Uncertainty for Model Selection

Following the common types of measures of uncertainty for parameter estimation, two measures of uncertainty were proposed for model selection, see Liu, Li and Jiang (2020) <doi:10.1007/s11749-020-00737-9>. The first measure is a kind of model confidence set that relates to the variation of model selection, called Mac. The second measure focuses on error of model selection, called LogP. They are all computed via bootstrapping. This package provides functions to compute these two measures. Furthermore, a similar model confidence set adapted from Bayesian Model Averaging can also be computed using this package.

Version: 0.1.1
Depends: R (≥ 3.5.0)
Imports: BMA, plot.matrix, rlist, utils
Published: 2021-04-22
DOI: 10.32614/CRAN.package.maclogp
Author: Yuanyuan Li [aut, cre], Jiming Jiang [ths]
Maintainer: Yuanyuan Li <yynli9696 at gmail.com>
BugReports: https://github.com/YuanyuanLi96/maclogp/issues
License: GPL (≥ 3)
URL: https://github.com/YuanyuanLi96/maclogp
NeedsCompilation: no
Materials: README
CRAN checks: maclogp results

Documentation:

Reference manual: maclogp.pdf

Downloads:

Package source: maclogp_0.1.1.tar.gz
Windows binaries: r-devel: maclogp_0.1.1.zip, r-release: maclogp_0.1.1.zip, r-oldrel: maclogp_0.1.1.zip
macOS binaries: r-release (arm64): maclogp_0.1.1.tgz, r-oldrel (arm64): maclogp_0.1.1.tgz, r-release (x86_64): maclogp_0.1.1.tgz, r-oldrel (x86_64): maclogp_0.1.1.tgz

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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