waic {surveil} | R Documentation |
Widely Applicable Information Criteria
Description
Widely Application Information Criteria (WAIC) for model comparison
Usage
waic(fit, pointwise = FALSE, digits = 2)
Arguments
fit |
An |
pointwise |
Logical (defaults to |
digits |
Round results to this many digits. |
Value
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
.
Source
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.
Examples
data(msa)
austin_w <- subset(msa, grepl("Austin", MSA) & Race == "White")
fit <- stan_rw(austin_w, time = Year)
waic(fit)
[Package surveil version 0.3.0 Index]