waic {surveil} | R Documentation |
Widely Application Information Criteria (WAIC) for model comparison
waic(fit, pointwise = FALSE, digits = 2)
fit |
An |
pointwise |
Logical (defaults to |
digits |
Round results to this many digits. |
A vector of length 3 with WAIC
, a rough measure of the effective number of parameters estimated by the model Eff_pars
, and log predictive density Lpd
. If pointwise = TRUE
, results are returned in a data.frame
.
Watanabe, S. (2010). Asymptotic equivalence of Bayes cross validation and widely application information criterion in singular learning theory. Journal of Machine Learning Research 11, 3571-3594.
data(msa)
austin <- msa[grep("Austin", msa$MSA), ]
austin.w <- austin[grep("White", austin$Race),]
fit <- stan_rw(austin.w, time = Year,
chains = 2, iter = 1200) # for speed only
waic(fit)