Get AIC values for a single weighted quantile regression as used in WRTDS models
aiccrq(mod_in, tau = 0.5)input crq model
numeric indicating quantile to evaluate
AIC estimate
The AIC value is based on the log-likelihood estimate of the model that accounts for the specific quantile, the minimum of the objective function (rho), and the number of model parameters. The residuals are specific to the WRTDS model such that this function cannot be applied to arbitrary crq models.
# get wts for a model centered on the first observation
ref_in <- tidobj[1, ]
ref_wts <- getwts(tidobj, ref_in)
# get the model
mod <- quantreg::crq(
survival::Surv(res, not_cens, type = "left") ~
dec_time + flo + sin(2*pi*dec_time) + cos(2*pi*dec_time),
weights = ref_wts,
data = tidobj,
method = "Portnoy"
)
aiccrq(mod)
#> [1] 1020.872