View source: R/report.compare.loo.R
report.compare.loo | R Documentation |
Automatically report the results of Bayesian model comparison using the loo
package.
## S3 method for class 'compare.loo'
report(x, index = c("ELPD", "IC"), ...)
x |
An object of class brms::loo_compare. |
index |
type if index to report - expected log pointwise predictive density (ELPD) or information criteria (IC). |
... |
Additional arguments (not used for now). |
The rule of thumb is that the models are "very similar" if |elpd_diff| (the absolute value of elpd_diff) is less than 4 (Sivula, Magnusson and Vehtari, 2020). If superior to 4, then one can use the SE to obtain a standardized difference (Z-diff) and interpret it as such, assuming that the difference is normally distributed.
Objects of class report_text()
.
library(brms)
m1 <- brms::brm(mpg ~ qsec, data = mtcars)
m2 <- brms::brm(mpg ~ qsec + drat, data = mtcars)
x <- brms::loo_compare(brms::add_criterion(m1, "loo"),
brms::add_criterion(m2, "loo"),
model_names = c("m1", "m2")
)
report(x)
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