brms (version 2.6.0)

add_ic: Add information criteria and fit indices to fitted model objects

Description

Add information criteria and fit indices to fitted model objects

Usage

add_ic(x, ...)
# S3 method for brmsfit
add_ic(x, ic = "loo", model_name = NULL,
  overwrite = FALSE, file = NULL, force_save = FALSE, ...)
add_ic(x, ...) <- value
add_loo(x, ...)
add_waic(x, ...)

Arguments

x

An R object typically of class brmsfit.

...

Further arguments passed to the underlying functions computing the information criteria or fit indices.

ic, value

Names of the information criteria / fit indices to compute. Currently supported are "loo", "waic", "kfold", "R2" (R-squared), and "marglik" (log marginal likelihood).

model_name

Optional name of the model. If NULL (the default) the name is taken from the call to x.

overwrite

Logical; Indicates if already stored fit indices should be overwritten. Defaults to FALSE.

file

Either NULL or a character string. In the latter case, the fitted model object including the newly added criterion values is saved via saveRDS in a file named after the string supplied in file. The .rds extension is added automatically. If x was already stored in a file before, the file name will be reused automatically (with a message) unless overwritten by file. In any case, file only applies if new criteria were actually added via add_ic or if force_save was set to TRUE.

force_save

Logical; only relevant if file is specified and ignored otherwise. If TRUE, the fitted model object will be saved regardless of whether new criteria were added via add_ic.

Value

An object of the same class as x, but with information criteria added for later usage.

Details

The methods add_loo and add add_waic are just convenient wrappers around add_ic.

Examples

# NOT RUN {
fit <- brm(count ~ Trt, epilepsy, poisson())
# add both LOO and WAIC at once
fit <- add_ic(fit, ic = c("loo", "waic"))
print(fit$loo)
print(fit$waic)
# }
# NOT RUN {
# }