brms (version 0.8.0)

WAIC.brmsfit: Compute the WAIC

Description

Compute the Watanabe-Akaike Information Criterion based on the posterior likelihood by using the loo package

Usage

## S3 method for class 'brmsfit':
WAIC(x, ..., compare = TRUE, newdata = NULL,
  re_formula = NULL, allow_new_levels = FALSE, subset = NULL,
  nsamples = NULL)

WAIC(x, ..., compare = TRUE)

Arguments

x

A fitted model object typically of class brmsfit.

...

Optionally more fitted model objects.

compare

A flag indicating if the WAICs of the models should be compared to each other.

newdata

An optional data.frame for which to evaluate predictions. If NULL (default), the orginal data of the model is used.

re_formula

formula containing random effects to be considered in the prediction. If NULL (default), include all random effects; if NA, include no random effects.

allow_new_levels

A flag indicating if new levels of random effects are allowed (defaults to FALSE). Only relevant if newdata is provided.

subset

A numeric vector specifying the posterior samples to be used. If NULL (the default), all samples are used.

nsamples

Positive integer indicating how many posterior samples should be used. If NULL (the default) all samples are used. Ignored if subset is not NULL.

Value

• If just one object is provided, an object of class ic. If multiple objects are provided, an object of class iclist.

Methods (by class)

• brmsfit: method for classbrmsfit

Details

When comparing models fitted to the same data, the smaller the WAIC, the better the fit.

References

Vehtari, A., Gelman, A., and Gabry, J. (2015). Efficient implementation of leave-one-out cross-validation and WAIC for evaluating fitted Bayesian models. Gelman, A., Hwang, J., & Vehtari, A. (2014). Understanding predictive information criteria for Bayesian models. Statistics and Computing, 24, 997-1016. Watanabe, S. (2010). Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory. The Journal of Machine Learning Research, 11, 3571-3594.

Examples

#model with fixed effects only
fit1 <- brm(rating ~ treat + period + carry,
            data = inhaler, family = "gaussian")
WAIC(fit1)

#model with an additional random intercept for subjects
fit2 <- brm(rating ~ treat + period + carry + (1|subject),
            data = inhaler, family = "gaussian")
#compare both models
WAIC(fit1, fit2)