R/waic.R

Defines functions waic.tridim_transformation

Documented in waic.tridim_transformation

#' Computes widely applicable information criterion
#' (WAIC).
#'
#' @description Computes widely applicable information criterion
#' via [loo][loo-package] library. It can be used for a model comparison via
#' [loo::loo_compare()][loo::loo_compare] function.
#'
#' @param x A [tridim_transformation[[tridim_transformation-class()] object
#' @param ... unused
#'
#' @return A named list, see [loo::waic()] for details.
#' @export
#'
#' @examples
#' euc2 <- fit_transformation(depV1+depV2~indepV1+indepV2,
#'   NakayaData, transformation = 'euclidean')
#' aff2 <- fit_transformation(depV1+depV2~indepV1+indepV2,
#'   NakayaData, transformation = 'affine')
#' loo::loo_compare(waic(euc2), waic(aff2))
waic.tridim_transformation <- function(x, ...) {
  log_lik <- loo::extract_log_lik(x$stanfit, "log_lik", merge_chains = FALSE)
  loo::waic(log_lik)
}

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TriDimRegression documentation built on Sept. 13, 2023, 5:07 p.m.