[R-sig-Geo] variogram question

G. Allegri giohappy at gmail.com
Thu Aug 21 00:09:12 CEST 2008


> You spoke of more sophisticated methods of automatically choosing between models, what kind of methods did you have in mind?

Here's a list I gathered some time ago. Many of them are just buzzwords form me!

• Adjusted R-squared (Wherry 1931)
• Bootstrap (Efron 1979)
• Cross-validation (Stone 1974; Geisser 1975)
    – Generalized cross-validation (GCV) (Craven and Wahba 1979)
    – k-fold cross-validation
    – Leave-one-out cross-validation
• Jacknife
• Linear regression
• Shibata's model selector (sms) (Shibata 1981)
• Signal-to-noise ratio
• Test set validation
• Akaike information criterion (AIC)
   – AIC (Akaike 1973)
   – AICc (Hurvich and Tsai 1989)
   – QAIC (Lebreton, et al. 1992)
   – QAICc (Lebreton, et al. 1992)
   – AICW (Wilks 1995)
• CAT (Parzen 1974, 1977)
• CP (Mallow's Cp) (Mallows 1973)
• Deviance information criterion (DIC) (Spiegelhalter, et al. 2002)
• FIC (Wei 1992)
• Final prediction error (FPE) (Akaike 1969)
• FPEα (Bhansali and Downham 1977)
• FPEC (de Luna 1998)
• FPER (Larsen and Hansen 1994)
• GM (Geweke and Meese 1981)
• Generalized prediction error (GPE) (Moody 1991, 1992)
• Hannan and Quinn Criterion (HQ) (Hannan and Quinn 1979)
• KIC (Cavanaugh 1999)
• KICc (Cavanaugh 2004)
• Minimum description length (MDL) (Rissanen 1978)
• Minimum message length (MML) (Wallace and Boulton 1968)
• Predicted squared error (PSE) (Barron 1984)
• PRESS (Allen 1974)
• Schwarz criterion (also Schwarz information criterion (SIC) or
Bayesian information criterion (BIC) or Schwarz-Bayesian information
criterion) (Schwarz 1978)
• Structural risk minimization (SRM) (Vapnik and Chervonenkis 1974)
• TIC (Takeuchi's information criterion) (Takeuchi 1976)
• VC-dimension (Vapnik and Chervonekis 1968, 1971; Vapnik 1979)


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