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brms (version 2.1.0)

log_lik.brmsfit: Compute the Pointwise Log-Likelihood

Description

Compute the Pointwise Log-Likelihood

Usage

# S3 method for brmsfit
log_lik(object, newdata = NULL, re_formula = NULL,
  allow_new_levels = FALSE, sample_new_levels = "uncertainty",
  new_objects = list(), incl_autocor = TRUE, resp = NULL, subset = NULL,
  nsamples = NULL, pointwise = FALSE, nug = NULL, combine = TRUE, ...)

Arguments

object

A fitted model object of class brmsfit.

newdata

An optional data.frame for which to evaluate predictions. If NULL (default), the original data of the model is used.

re_formula

formula containing group-level effects to be considered in the prediction. If NULL (default), include all group-level effects; if NA, include no group-level effects.

allow_new_levels

A flag indicating if new levels of group-level effects are allowed (defaults to FALSE). Only relevant if newdata is provided.

sample_new_levels

Indicates how to sample new levels for grouping factors specified in re_formula. This argument is only relevant if newdata is provided and allow_new_levels is set to TRUE. If "uncertainty" (default), include group-level uncertainty in the predictions based on the variation of the existing levels. If "gaussian", sample new levels from the (multivariate) normal distribution implied by the group-level standard deviations and correlations. This options may be useful for conducting Bayesian power analysis. If "old_levels", directly sample new levels from the existing levels.

new_objects

A named list of objects containing new data, which cannot be passed via argument newdata. Currently, only required for objects passed to cor_sar and cor_fixed.

incl_autocor

A flag indicating if ARMA autocorrelation parameters should be included in the predictions. Defaults to TRUE. Setting it to FALSE will not affect other correlation structures such as cor_bsts, or cor_fixed.

resp

Optional names of response variables. If specified, fitted values of these response variables are returned.

subset

A numeric vector specifying the posterior samples to be used. If NULL (the default), all samples are used.

nsamples

Positive integer indicating how many posterior samples should be used. If NULL (the default) all samples are used. Ignored if subset is not NULL.

pointwise

A flag indicating whether to compute the full log-likelihood matrix at once (the default), or just return the likelihood function along with all data and samples required to compute the log-likelihood separately for each observation. The latter option is rarely useful when calling log_lik directly, but rather when computing WAIC or LOO.

nug

Small positive number for Gaussian process terms only. For numerical reasons, the covariance matrix of a Gaussian process might not be positive definite. Adding a very small number to the matrix's diagonal often solves this problem. If NULL (the default), nug is chosen internally.

combine

Only relevant in multivariate models. Indicates if the log-likelihoods of the submodels should be combined per observation (i.e. added together; the default) or if the log-likelihoods should be returned separately.

...

Currently ignored

Value

Usually, an S x N matrix containing the pointwise log-likelihood samples, where S is the number of samples and N is the number of observations in the data. For multivariate models and if combine is FALSE, an S x N x R array is returned, where R is the number of response variables. If pointwise = TRUE, the output is a function with a draws attribute containing all relevant data and posterior samples.