[R] AIC function and Step function

[Steven McKinney]

Hi Dana,

Many thanks to Christos Hatzis who sent
me an offline response, pointing out the
new functions that make this much
easier than my last suggestions:
methods() and getAnywhere()

> methods("extractAIC")
[1] extractAIC.aov*     extractAIC.coxph*   extractAIC.glm*     extractAIC.lm*      extractAIC.negbin* 
[6] extractAIC.survreg*

   Non-visible functions are asterisked
> getAnywhere("extractAIC.coxph")
A single object matching ‘extractAIC.coxph’ was found
It was found in the following places
  registered S3 method for extractAIC from namespace stats
  namespace:stats
with value

function (fit, scale, k = 2, ...) 
{
    edf <- length(fit$coef)
    loglik <- fit$loglik[length(fit$loglik)]
    c(edf, -2 * loglik + k * edf)
}
<environment: namespace:stats>
> 

Thank you Christos.


That said, one of the advantages of getting
the source code is that it has comments that
are stripped out when the code is sourced into R

e.g. from the command line

> getAnywhere(AIC.default)
A single object matching ‘AIC.default’ was found
It was found in the following places
  registered S3 method for AIC from namespace stats
  namespace:stats
with value

function (object, ..., k = 2) 
{
    ll <- if ("stats4" %in% loadedNamespaces()) 
        stats4:::logLik
    else logLik
    if (length(list(...))) {
        object <- list(object, ...)
        val <- lapply(object, ll)
        val <- as.data.frame(t(sapply(val, function(el) c(attr(el, 
            "df"), AIC(el, k = k)))))
        names(val) <- c("df", "AIC")
        Call <- match.call()
        Call$k <- NULL
        row.names(val) <- as.character(Call[-1])
        val
    }
    else AIC(ll(object), k = k)
}
<environment: namespace:stats>

>From the source file


#  File src/library/stats/R/AIC.R
#  Part of the R package, http://www.R-project.org
#
#  This program is free software; you can redistribute it and/or modify
#  it under the terms of the GNU General Public License as published by
#  the Free Software Foundation; either version 2 of the License, or
#  (at your option) any later version.
#
#  This program is distributed in the hope that it will be useful,
#  but WITHOUT ANY WARRANTY; without even the implied warranty of
#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
#  GNU General Public License for more details.
#
#  A copy of the GNU General Public License is available at
#  http://www.r-project.org/Licenses/

#### Return the object's value of the Akaike Information Criterion
#### (or "An Inf.. Crit..")

AIC <- function(object, ..., k = 2) UseMethod("AIC")

## AIC for logLik objects
AIC.logLik <- function(object, ..., k = 2)
    -2 * c(object) + k * attr(object, "df")

AIC.default <- function(object, ..., k = 2)
{
    ## AIC for various fitted objects --- any for which there's a logLik() method:
    ll <- if("stats4" %in% loadedNamespaces()) stats4:::logLik else logLik
    if(length(list(...))) {# several objects: produce data.frame
	object <- list(object, ...)
	val <- lapply(object, ll)
	val <- as.data.frame(t(sapply(val,
				      function(el)
				      c(attr(el, "df"), AIC(el, k = k)))))
	names(val) <- c("df", "AIC")
        Call <- match.call()
        Call$k <- NULL
	row.names(val) <- as.character(Call[-1])
	val
    } else AIC(ll(object), k = k)
}



Steven McKinney

Statistician
Molecular Oncology and Breast Cancer Program
British Columbia Cancer Research Centre

email: smckinney +at+ bccrc +dot+ ca

tel: 604-675-8000 x7561

BCCRC
Molecular Oncology
675 West 10th Ave, Floor 4
Vancouver B.C. 
V5Z 1L3
Canada