compute_IC: Compute information criteria for the DDT-LCM model
Description
Compute information criteria for the DDT-LCM model, including the Widely Applicable
Information Criterion (WAIC), and Deviance Information Criterion (DIC). WAIC and DIC are computed
using two different methods described in Gelman, Hwang, and Vehtari (2013), one based on (1) posterior
means and the other based on (2) posterior variances.
Usage
compute_IC(result, burnin = 5000, ncores = 1L)
Value
a named list of the following elements
WAIC_result
a list of WAIC-related results computed using the two methods
DIC1
DIC computed using method 1.
DIC2
DIC computed using method 2.
Arguments
result
a "ddt_lcm" object
burnin
an integer specifying the number of burn-in iterations from MCMC chain
ncores
an integer specifying the number of cores to compute marginal posterior log-likelihood
in parallel