add_ic: Add information criteria and fit indices to fitted model objects
Description
Add information criteria and fit indices to fitted model objects
Usage
add_ic(x, ...)
# S3 method for brmsfit
add_ic(x, ic = "loo", model_name = NULL, ...)
add_ic(x, ...) <- value
add_loo(x, ...)
add_waic(x, ...)
Arguments
x
An R object typically of class brmsfit.
...
Further arguments passed to the underlying
functions computing the information criteria or fit indices.
ic, value
Names of the information criteria / fit indices
to compute. Currently supported are "loo",
"waic", "kfold", "R2" (R-squared), and
"marglik" (log marginal likelihood).
model_name
Optional name of the model. If NULL
(the default) the name is taken from the call to x.
Value
An object of the same class as x, but
with information criteria added for later usage.
Details
The methods add_loo and add add_waic
are just convenient wrappers around add_ic.
# NOT RUN {fit <- brm(count ~ Trt, epilepsy, poisson())
# add both LOO and WAIC at oncefit <- add_ic(fit, ic = c("loo", "waic"))
print(fit$loo)
print(fit$waic)
# }# NOT RUN {# }