model.selection.scores: Model Selection Scores for the Number of Components for Duration Times
Description
Provides the LPML (Geisser and Eddy, 1979) and WAIC (Watanabe, 2010) scores of the Bayesian Markov renewal mixture models
Usage
model.selection.scores(object)
Value
a list consisting of LPML and WAIC scores for gamma mixture models.
Arguments
object
An object of class BMRMM.
Details
The two scores can be used to compare different choices of isi_num_comp, i.e., the number
of the mixture gamma components. Larger values of LPML and smaller values of WAIC
indicate better model fits.
References
Geisser, S. and Eddy, W. F. (1979). A predictive approach to model selection. Journal of the American Statistical Association, 74, 153–160.
Watanabe, S. (2010). Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory. Journal of Machine Learning Research, 11, 3571–3594.