extract_log_lik_bgam {bayesGAM}

Extract the log likelihood from models fit by bayesGAM

Description

Convenience function for extracting the pointwise log-likelihood matrix or array from a model fit by bayesGAM. Calls the extract_log_lik method from the loo package

Usage

extract_log_lik_bgam(object, ...)

## S4 method for signature 'bayesGAMfit'
extract_log_lik_bgam(object, ...)

Arguments

object

Object of type bayesGAMfit generated from bayesGAM.

...

Additional parameters to pass to loo::extract_log_lik

Value

A matrix with the extracted log likelihood values post-warmup

References

Stan Development Team (2017). The Stan C++ Library, Version 2.16.0. https://mc-stan.org/

Stan Development Team (2017). RStan: the R interface to Stan, Version 2.16.1. https://mc-stan.org/

Vehtari A, Gabry J, Magnusson M, Yao Y, Gelman A (2019). “loo: Efficient leave-one-out cross-validation and WAIC for Bayesian models.” R package version 2.2.0, <URL: https://mc-stan.org/loo>.

Vehtari A, Gelman A, Gabry J (2017). “Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC.” Statistics and Computing, 27, 1413-1432. doi:10.1007/s11222-016-9696-4 (URL: https://doi.org/10.1007/s11222-016-9696-4).

Examples

f <- bayesGAM(weight ~ np(height), data = women,
              family = gaussian, iter=500, chains = 1)
ll <- extract_log_lik_bgam(f)