| DIC {BayesianTools} | R Documentation |
Deviance information criterion
Description
Deviance information criterion
Usage
DIC(sampler, ...)
Arguments
sampler |
An object of class bayesianOutput (mcmcSampler, smcSampler, or mcmcList) |
... |
further arguments passed to |
Details
Output:
list with the following elements:
DIC : Deviance Information Criterion
IC : Bayesian Predictive Information Criterion
pD : Effective number of parameters (pD = Dbar - Dhat)
pV : Effective number of parameters (pV = var(D)/2)
Dbar : Expected value of the deviance over the posterior
Dhat : Deviance at the mean posterior estimate
Author(s)
Florian Hartig
References
Spiegelhalter, D. J.; Best, N. G.; Carlin, B. P. & van der Linde, A. (2002) Bayesian measures of model complexity and fit. J. Roy. Stat. Soc. B, 64, 583-639.
Gelman, A.; Hwang, J. & Vehtari, A. (2014) Understanding predictive information criteria for Bayesian models. Statistics and Computing, Springer US, 24, 997-1016-.