loglik: Extract posterior sample of the accumulated log-likelihood...

In bayesforecast: Bayesian Time Series Modeling with Stan

Extract posterior sample of the accumulated log-likelihood from a varstan object

Description

Convenience function for extracting the posterior sample of the accumulated log-likelihood array from a fitted varstan object.

Usage

loglik(object, permuted = TRUE)

Arguments

object	a varstan object of the time series fitted model.
permuted	a logical scalar indicating whether the draws after the ⁠warmup`` period in each chain should be permuted and merged. If ⁠FALSE⁠, the original order is kept. For each ⁠stanfit' object, the permutation is fixed (i.e., extracting samples a second time will give the same sequence of iterations).

Value

A real value with the accumulated log likelihood.

References

Vehtari, A., Gelman, A., & Gabry J. (2016). Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC. In Statistics and Computing, doi:10.1007/s11222-016-9696-4.

Gelman, A., Hwang, J., & Vehtari, A. (2014). Understanding predictive information criteria for Bayesian models. Statistics and Computing. 24, 997-1016.

Watanabe, S. (2010). Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory. The Journal of Machine Learning Research. 11, 3571-3594.

Examples

 model = Sarima(birth,order = c(0,1,2),seasonal = c(1,1,1))
 fit1 = varstan(model,iter = 500,chains = 1)

 log1 = loglik(fit1)
 log1

bayesforecast documentation built on June 8, 2025, 10:42 a.m.