loo_compare.brmsfit: Model comparison with the 'loo' package

In brms: Bayesian Regression Models using 'Stan'

Model comparison with the loo package

Description

For more details see loo_compare.

Usage

## S3 method for class 'brmsfit'
loo_compare(x, ..., criterion = c("loo", "waic", "kfold"), model_names = NULL)

Arguments

x	A brmsfit object.
...	More brmsfit objects.
criterion	The name of the criterion to be extracted from brmsfit objects.
model_names	If NULL (the default) will use model names derived from deparsing the call. Otherwise will use the passed values as model names.

Details

All brmsfit objects should contain precomputed criterion objects. See add_criterion for more help.

Value

An object of class "compare.loo".

Examples

## Not run: 
# model with population-level effects only
fit1 <- brm(rating ~ treat + period + carry,
            data = inhaler)
fit1 <- add_criterion(fit1, "waic")

# model with an additional varying intercept for subjects
fit2 <- brm(rating ~ treat + period + carry + (1|subject),
            data = inhaler)
fit2 <- add_criterion(fit2, "waic")

# compare both models
loo_compare(fit1, fit2, criterion = "waic")

## End(Not run)

brms documentation built on Sept. 26, 2023, 1:08 a.m.