modelWeights: Compute the posterior model weights from a vector of...

In abnormally-distributed/Bayezilla: Bayesian Models With JAGS and Several Utilities for Data Exploration and Model Evaluation.

Description

Supply a vector containing AIC, AICc, WAIC, LOO-IC, BIC, DIC, etc.

Usage

modelWeights(ICs)

Arguments

ICs

Details

First a delta score is calculated, which is the difference between each model's score and the minimum model score of the vector. The best model has a delta of zero.

The model weights are calculated from the delta scores as in the equation below:

w_{m}=\frac{\exp ≤ft(-\frac{1}{2} Δ_{m}\right)}{∑_{j=1}^{M} \exp ≤ft(-\frac{1}{2} Δ_{j}\right)}

:

See: Wagenmakers, EJ. & Farrell, S. AIC model selection using Akaike weights Psychonomic Bulletin & Review (2004) 11: 192. https://doi.org/10.3758/BF03206482

Burnham, Kenneth P., Anderson, David R. (2002) Model Selection and Multimodel Inference: A Practical Information-Theoretic Approach 2nd Ed. Springer. https://doi.org/10.1007/b97636

Value

a data frame of delta scores and model weights

Examples

ICs(c(-923.13, -232.45, -896.12))

abnormally-distributed/Bayezilla documentation built on Oct. 31, 2019, 1:57 a.m.