View source: R/compute_information_criteria.R
compute_information_criteria | R Documentation |
This function returns the Aikake Information Criterion (AIC), the Deviance Information Criterion (DIC) and the
Watanabe Aikake Information Criterion (WAIC) from a fit of the class FOIfit
.
compute_information_criteria(FOIfit, ...)
FOIfit |
A |
A list with the class information_criteria
, which contains the
following items:
AIC: The Aikake Information Criterion.
DIC: The Deviance Information Criterion.
WAIC: The Wakanabe-Aikake Information Criterion.
MLE: The Maximum-likelihood, estimated as the maximal value of the likelihood in the drawn samples, used in the AIC.
k: Number of parameters, used in the AIC.
Dbar: Mean deviance, used in the DIC.
pD: Effective number of parameters of the model, used in the DIC.
pwaic: Estimated effective number of parameters, used in the WAIC.
lpd: log pointwise predictive density, used in the WAIC.
Nathanael Hoze nathanael.hoze@gmail.com
See Gelman et al., Understanding predictive information criteria for Bayesian models. Stat Comput (2014) 24:997-1016, DOI 10.1007/s11222-013-9416-2
data('one_peak_simulation')
model <- FOImodel(type='outbreak', K=1)
F1 = fit(model = model, data = data )
compute_information_criteria(FOIfit = F1)
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