
Watanabe-Akaike Information Criterion (WAIC) for angmcmc objects
# S3 method for angmcmc
waic(x, ...)
Computes the WAIC for a given angmcmc object.
angmcmc object.
additional model specific arguments to be passed to waic from loo. For example, int.displ
specifies integer displacement in wnorm and wnorm2 models. See fit_wnormmix and
fit_wnorm2mix for more details.
Given a deviance function
Note that waic.angmcmc calls waic for computation. If the likelihood contribution of each data
point for each MCMC iteration is available in object
(can be returned by setting return_llik_contri = TRUE
)
during fit_angmix call), waic.array
is used; otherwise waic.function
is
called. Computation is much faster if the likelihood contributions are available - however, they are very
memory intensive, and by default not returned in fit_angmix.
# illustration only - more iterations needed for convergence
fit.vmsin.20 <- fit_vmsinmix(tim8, ncomp = 3, n.iter = 20,
n.chains = 1, return_llik_contri = TRUE)
library(loo)
waic(fit.vmsin.20)
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