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 getSample

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-.

See Also

WAIC, MAP, marginalLikelihood


[Package BayesianTools version 0.1.7 Index]