waic.clmstan: Widely Applicable Information Criterion for clmstan objects

In clmstan: Cumulative Link Models with 'CmdStanR'

Widely Applicable Information Criterion for clmstan objects

Description

Computes the Widely Applicable Information Criterion (WAIC) for a fitted cumulative link model.

Usage

## S3 method for class 'clmstan'
waic(x, ...)

Arguments

x	A clmstan object returned by clm_stan.
...	Additional arguments (currently ignored).

Details

WAIC is an alternative to LOO-CV that is asymptotically equivalent to leave-one-out cross-validation. However, LOO-CV with PSIS is generally preferred because:

• It provides useful diagnostics (Pareto k values)

• It is more robust in finite samples

• It has been shown to be more reliable in practice

For most purposes, loo.clmstan is recommended over WAIC.

Value

An object of class c("waic", "loo") containing:

• estimates: A matrix with columns Estimate and SE for elpd_waic, p_waic, and waic.

• pointwise: A matrix with pointwise contributions.

See Also

loo.clmstan for LOO-CV (recommended), waic for details on WAIC computation, loo_compare for model comparison.

Examples

## Not run: 
fit <- clm_stan(rating ~ temp, data = wine)
waic_result <- waic(fit)
print(waic_result)

## End(Not run)

clmstan documentation built on June 29, 2026, 5:06 p.m.