Computation and illustration of the generalized order restricted criterion (GORIC) for shape constrained spline functions

Abstract

The selection of a model among alternative models that include inequality constraints is a complex task. The generalized order restricted criterion (GORIC) is a suitable approach to do so. However, the GORIC proves challenging to compute in the general case. This report discusses a number of methods to compute the GORIC and illustrates its use with a didactic example.