make_cwaic | R Documentation |
Make WAIC
make_cwaic(x, fhatx, lddi, lddd, f1f, lambdad, f2f, dim)
x |
the training data |
fhatx |
density of x at the maximum likelihood parameters |
lddi |
inverse of the second derivative log-likelihood matrix |
lddd |
the third derivative log-likelihood tensor |
f1f |
the f1 term from DMGS equation 2.1 |
lambdad |
the slope of the log prior |
f2f |
the f2 term from DMGS equation 2.1 |
dim |
number of free parameters |
Two scalars
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