Simulates in-sample and out-of-sample model performance for simple quap models, returning lppd in and out of sample, WAIC, LOOIC, and LOOCV.
sim_train_test(N = 20, k = 3, rho = c(0.15, -0.4), b_sigma = 100,
WAIC = FALSE, LOOCV=FALSE , LOOIC=FALSE , cv.cores=1 ,
return_model=FALSE )# old function from 1st edition
sim.train.test( N=20 , k=3 , rho=c(0.15,-0.4) , b_sigma=100 ,
DIC=FALSE , WAIC=FALSE, devbar=FALSE , devbarout=FALSE )
Number of cases in simulated data
Number of parameters in model to fit to data
Vector of correlations between predictors and outcome, in simulated data
Standard deviation of beta-coefficient priors
If TRUE, returns DIC
If TRUE, returns WAIC
If TRUE, returns LOOIC as produced by LOO
If TRUE, returns LOOCV as produced by cv_quap
If TRUE, returns the average deviance in-sample
If TRUE, returns average deviance out-of-sample
Number or cores to use for cross-validation
If TRUE, includes fit model in result
This function simulates Gaussian data and then fits linear regression models to it, returning the lppd of the fit as produced by lppd (training, in-sample) and the deviance on a new sample, computed using the posterior from the training sample.