model_averaging | R Documentation |
Computes model weights and a Bayes factor by comparing two groups of models based on their Information Criterion (IC) values. The function works with either numeric vectors or data frames containing multiple IC measures (e.g., MD, BPIC, DIC).
model_averaging(IC_for, IC_against)
IC_for |
A numeric vector or the output of |
IC_against |
A numeric vector or the output of |
When provided with numeric vectors, it computes the weights for the two groups by first
converting the IC values into relative weights and then normalizing them. When provided with
a data frame, it assumes that the data frame is the output of a call to compare
and applies averaging to each IC metric
A data.frame
with the following columns:
wFor
The aggregated weight of the models in favor.
wAgainst
The aggregated weight of the models against.
Factor
The Bayes factor (ratio of wFor
to wAgainst
).
If IC_for
is a data frame, a matrix with rows corresponding to each IC measure is returned.
# First set up some example models (normally these would be alternative models)
samples_LNR2 <- subset(samples_LNR, length.out = 45)
samples_LNR3 <- subset(samples_LNR, length.out = 40)
samples_LNR4 <- subset(samples_LNR, length.out = 35)
# Run compare on them, BayesFactor = F is set for speed.
ICs <- compare(list(S1 = samples_LNR, S2 = samples_LNR2,
S3 = samples_LNR3, S4 = samples_LNR4), BayesFactor = FALSE)
# Model averaging can either be done with a vector of ICs:
model_averaging(ICs$BPIC[1:2], ICs$BPIC[2:4])
# Or the output of compare:
model_averaging(ICs[1:2,], ICs[3:4,])
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