inst/examples/WAICHelp.R

In BayesianTools: General-Purpose MCMC and SMC Samplers and Tools for Bayesian Statistics

bayesianSetup <- createBayesianSetup(likelihood = testDensityNormal, 
                                     prior = createUniformPrior(lower = rep(-10,2),
                                                                upper = rep(10,2)))

# likelihood density needs to have option sum = FALSE

testDensityNormal(c(1,1,1), sum = FALSE)
bayesianSetup$likelihood$density(c(1,1,1), sum = FALSE)
bayesianSetup$likelihood$density(matrix(rep(1,9), ncol = 3), sum = FALSE)

# running MCMC

out = runMCMC(bayesianSetup = bayesianSetup)

WAIC(out)