WAIC: WAIC calculation for the output of 'SIMP()'

View source: R/model_selection.R

WAICR Documentation

WAIC calculation for the output of SIMP()

Description

WAIC calculation for the output of SIMP()

Usage

WAIC(SIMP.fit, Y, X1C, X1D, X2, dx, dy, combined = T, Chain.no = 1)

Arguments

SIMP.fit

The output of SIMP().

Y

Response matrix. Must have the same number of rows as X.

X1C

Design matrix of the continuous part of the predictors of interest. Must have the same number of rows as Y.

X1D

Design matrix of the discrete part of the predictors of interest. Must have the same number of rows as Y.

X2

Design matrix of the nuisance predictors. Must have the same number of rows as Y.

dx

Partial predictor envelope dimension. Must be an integer between 0 and ncol(X1C).

dy

Partial response envelope dimension. Must be an integer between 0 and ncol(Y).

combined

Logical. Indicate whether posterior samples (after burn-in) from all chains should be combined to calculate WAIC. If there is only one chain, then there is no difference by indicating this parameter to be TRUE or FALSE.

Chain.no

If combined = FALSE, we need to indicate which chain should be used for the calculation of WAIC. Chain.no must be an integer between 1 and the number of chains.


yanbowisc/SIMP documentation built on Oct. 30, 2022, 1:33 a.m.