Compute the Widely Applicable Information Criterion (WAIC) for brma model objects and store the result in the object.
# S3 method for brma
add_waic(object, unit = "estimate", ...)The brma object with the WAIC result stored in
object[["waic"]][[unit]].
a brma model object.
output/deletion unit. See add_loo; the same
accepted values and multilevel constraint apply.
additional arguments passed to waic.
WAIC is an alternative to LOO-CV for estimating out-of-sample predictive accuracy. Like LOO, it evaluates expected predictive performance for new observations.
In most cases, LOO-PSIS (via add_loo) is preferred over WAIC
because it provides better estimates and includes diagnostics (Pareto k
values) that indicate when the approximation may be unreliable.
waic.brma, add_loo, waic