Compute information criteria for model comparison
Takes an mcpfit as input and computes information criteria using loo or
WAIC. Compare models using loo_compare and loo_model_weights.
more in loo.
criterion(fit, criterion = "loo", ...) ## S3 method for class 'mcpfit' loo(x, ...) ## S3 method for class 'mcpfit' waic(x, ...)
a loo or psis_loo object.
loo: Computes loo on mcpfit objects
waic: Computes WAIC on mcpfit objects
Jonas Kristoffer Lindeløv jonas@lindeloev.dk
# Define two models and sample them # options(mc.cores = 3) # Speed up sampling model1 = list(y ~ 1 + x, ~ 1) model2 = list(y ~ 1 + x) # Without a change point fit1 = mcp(model1, ex_plateaus) fit2 = mcp(model2, ex_plateaus) # Compute LOO for each and compare (works for waic(fit) too) fit1$loo = loo(fit1) fit2$loo = loo(fit2) loo::loo_compare(fit1$loo, fit2$loo)
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