fic: Focused Information Criteria for Model Comparison

Compares how well different models estimate a quantity of interest (the "focus") so that different models may be preferred for different purposes. Comparisons within any class of models fitted by maximum likelihood are supported, with shortcuts for commonly-used classes such as generalised linear models and parametric survival models. The methods originate from Claeskens and Hjort (2003) <doi:10.1198/016214503000000819> and Claeskens and Hjort (2008, ISBN:9780521852258).

Version: 1.0.1
Depends: R (≥ 2.10)
Imports: stats, numDeriv, mvtnorm, ggplot2, scales, survival, tensor, abind, mgcv
Suggests: knitr, rmarkdown, testthat, msm (≥ 1.6.6), flexsurv, sn, gapminder, GGally
Published: 2025-03-27
DOI: 10.32614/CRAN.package.fic
Author: Christopher Jackson [cre, aut] (package design and programming), Gerda Claeskens [aut] (method development and design advice), Howard Thom [ctb]
Maintainer: Christopher Jackson <chris.jackson at mrc-bsu.cam.ac.uk>
BugReports: https://github.com/chjackson/fic/issues
License: GPL-3
URL: https://github.com/chjackson/fic
NeedsCompilation: no
Materials: NEWS
CRAN checks: fic results

Documentation:

Reference manual: fic.pdf
Vignettes: Different models for different purposes: focused model comparison in R (source, R code)
Examples of focused model comparison: linear regression (source, R code)
Focused model comparison with alternative loss functions (source, R code)
Examples of focused model comparison: multi-state models (source, R code)
Examples of focused model comparison: skew-normal models (source, R code)
Examples of focused model comparison: parametric survival modelling (source, R code)

Downloads:

Package source: fic_1.0.1.tar.gz
Windows binaries: r-devel: fic_1.0.1.zip, r-release: fic_1.0.1.zip, r-oldrel: fic_1.0.1.zip
macOS binaries: r-devel (arm64): fic_1.0.1.tgz, r-release (arm64): fic_1.0.1.tgz, r-oldrel (arm64): fic_1.0.1.tgz, r-devel (x86_64): fic_1.0.1.tgz, r-release (x86_64): fic_1.0.1.tgz, r-oldrel (x86_64): fic_1.0.1.tgz
Old sources: fic archive

Linking:

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