bamlss (version 0.1-1)

samplestats:

Description

The function computes the average the log-likelihood, log-posterior, the deviance information criterion and estimated degrees of freedom from samples of, e.g., a bamlss object.

Usage

samplestats(samples, x = NULL, y = NULL,
  family = NULL, logLik = FALSE, ...)

Arguments

samples
An object of class "mcmc.list" or "bamlss" which contains MCMC samples.
x
The x list as returned by function bamlss.frame.
y
The model response, as returned by function bamlss.frame
family
A bamlss.family object.
logLik
Logical, should the log-likelihood be computed, may take some time!
Currently not used.

Value

A list with the following entries (if available):
logLik
The average log-likelihood.
logPost
The average log-posterior.
DIC
The deviance information criterion.
pd
The estimated degrees of freedom.

Details

If the log-likelihood is not available in the samples, the function tries to compute the information. Depending on the complexity of the model, this may take some time. Computations are based on the $d() or $loglik() function of the bamlss.family object. If a bamlss.family object contains a function $p2d() or $p2loglik(), which computes the log-likelihood from parameters, these functions are used for computation.

See Also

bamlss

Examples

Run this code
## Not run: ------------------------------------
# ## Generate some data.
# d <- GAMart()
# 
# ## Estimate model without sampling statistics
# b <- bamlss(num ~ s(x1) + s(x2) + s(x3) + te(lon,lat),
#   data = d, samplestats = FALSE)
# 
# ## Note: needs the $d() or $loglik() function in the family!
# names(family(b))
# 
# ## Compute sampling statistics.
# samplestats(b)
## ---------------------------------------------

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