waic {dfped}R Documentation

Function for the Watanabe-Akaike information criteria (WAIC)

Description

Model selection can be performed for each working model (WM) using the Watanabe-Akaike information criteria (WAIC) developed by Watanabe.

Usage

waic(stanfit, s)            

Arguments

stanfit

Estimates obtained with the STAN fit. You can use the fitDataj function which is giving the next fit of the model from STAN.

s

Integer specifying the number of models used to compute the WAIC selection.

Author(s)

Artemis Toumazi artemis.toumazi@gmail.com, Caroline Petit caroline.petit@crc.jussieu.fr, Sarah Zohar sarah.zohar@inserm.fr

References

Petit, C., et al, (2016) Unified approach for extrapolation and bridging of adult information in early phase dose-finding paediatric studies, Statistical Methods in Medical Research, <doi:10.1177/0962280216671348>.

Watanabe S. Asymptotic Equivalence of Bayes cross vallidation and widely applicable information criterion in singular learning theory, volume 11. 2010.

Examples

## Not run: 
	for(s in 1:nbDesign){
		fitj <- fitDataj(stan_model, nbPatientsj, nbDoses, tox, eff, given_dose,
						 skeleton_tox, skeleton_eff, mu, sigma, s)
		waicj <- waic(stanfit=fitj, s)
	}

## End(Not run)

[Package dfped version 1.1 Index]