EMC2 (version 2.1.0)

compare: Information criteria and marginal likelihoods

Description

Returns the BPIC/DIC or marginal deviance (-2*marginal likelihood) for a list of samples objects.

Usage

compare(
  sList,
  stage = "sample",
  filter = NULL,
  use_best_fit = TRUE,
  BayesFactor = TRUE,
  cores_for_props = 4,
  cores_per_prop = 1,
  print_summary = TRUE,
  digits = 0,
  digits_p = 3,
  ...
)

Value

Matrix of effective number of parameters, mean deviance, deviance of mean, DIC, BPIC, Marginal Deviance (if BayesFactor=TRUE) and associated weights.

Arguments

sList

List of samples objects

stage

A string. Specifies which stage the samples are to be taken from "preburn", "burn", "adapt", or "sample"

filter

An integer or vector. If it's an integer, iterations up until the value set by filter will be excluded. If a vector is supplied, only the iterations in the vector will be considered.

use_best_fit

Boolean, defaults to TRUE, uses the minimal or mean likelihood (whichever is better) in the calculation, otherwise always uses the mean likelihood.

BayesFactor

Boolean, defaults to TRUE. Include marginal likelihoods as estimated using WARP-III bridge sampling. Usually takes a minute per model added to calculate

cores_for_props

Integer, how many cores to use for the Bayes factor calculation, here 4 is the default for the 4 different proposal densities to evaluate, only 1, 2 and 4 are sensible.

cores_per_prop

Integer, how many cores to use for the Bayes factor calculation if you have more than 4 cores available. Cores used will be cores_for_props * cores_per_prop. Best to prioritize cores_for_props being 4 or 2

print_summary

Boolean (default TRUE), print table of results

digits

Integer, significant digits in printed table for information criteria

digits_p

Integer, significant digits in printed table for model weights

...

Additional, optional arguments

Examples

if (FALSE) {
# Define a list of two (or more different models)
# Here the full model is an emc object with the hypothesized effect
# The null model is an emc object without the hypothesized effect
design_full <- design(data = forstmann,model=DDM,
                           formula =list(v~0+S,a~E, t0~1, s~1, Z~1, sv~1, SZ~1),
                           constants=c(s=log(1)))
# Now without a ~ E
design_null <- design(data = forstmann,model=DDM,
                           formula =list(v~0+S,a~1, t0~1, s~1, Z~1, sv~1, SZ~1),
                           constants=c(s=log(1)))

full_model <- make_emc(forstmann, design_full)
full_model <- fit(full_model)

null_model <- make_emc(forstmann, design_null)
null_model <- fit(null_model)
sList <- list(full_model, null_model)
# By default emc uses 4 cores to parallelize marginal likelihood estimation across proposals
# So cores_per_prop = 3 results in 12 cores used.
compare(sList, cores_per_prop = 3)
}