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BayesianTools (version 0.1.0)

DIC: Deviance information criterion

Description

Deviance information criterion

Usage

DIC(sampler, ...)

Arguments

sampler
An object of class bayesianOutput (mcmcSampler, smcSampler, or mcmcList)
...
further arguments passed to getSample

Details

Output: list with the following elements: DIC : Deviance Information Criterion IC : Bayesian Predictive Information Criterion pD : Effective number of parameters (pD = Dbar - Dhat) pV : Effective number of parameters (pV = var(D)/2) Dbar : Expected value of the deviance over the posterior Dhat : Deviance at the mean posterior estimate

References

Spiegelhalter, D. J.; Best, N. G.; Carlin, B. P. & van der Linde, A. (2002) Bayesian measures of model complexity and fit. J. Roy. Stat. Soc. B, 64, 583-639. Gelman, A.; Hwang, J. & Vehtari, A. (2014) Understanding predictive information criteria for Bayesian models. Statistics and Computing, Springer US, 24, 997-1016-.

See Also

WAIC, MAP, marginalLikelihood