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NetworkChange (version 0.8)

WaicCompare: Compare WAIC

Description

Compare Widely Applicable Information Criterion

Usage

WaicCompare(outlist)

Value

Results of WAIC computation

A matrix of log marginal likelihoods.

Arguments

outlist

List of NetworkChange objects

References

Sumio Watanabe. 2010. "Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory." Journal of Machine Learning Research. 11: 3571-3594.

Andrew Gelman, Jessica Hwang, and Aki Vehtari. 2014. "Understanding predictive information criteria for Bayesian models." Statistics and Computing. 24(6):997-1016.

Jong Hee Park and Yunkyun Sohn. 2020. "Detecting Structural Change in Longitudinal Network Data." Bayesian Analysis. Vol.15, No.1, pp.133-157.

See Also

MarginalCompare