R: Compare Information Criteria of Different Models

compare_ic {brms}

R Documentation

Compare Information Criteria of Different Models

Description

Compare information criteria of different models fitted with WAIC or loo.

Usage

compare_ic(..., x = NULL, ic = c("loo", "waic", "kfold"))

Arguments

`...`	At least two objects returned by `WAIC` or `loo`. Alternatively, `brmsfit` objects with information criteria precomputed via `add_ic` may be passed, as well.
`x`	A `list` containing the same types of objects as can be passed via `...`.
`ic`	The name of the information criterion to be extracted from `brmsfit` objects. Ignored if information criterion objects are only passed directly.

Details

For more details see compare.

Value

An object of class iclist.

Examples

## Not run: 
# model with population-level effects only
fit1 <- brm(rating ~ treat + period + carry,
            data = inhaler, family = "gaussian")
waic1 <- WAIC(fit1)

# model with an additional varying intercept for subjects
fit2 <- brm(rating ~ treat + period + carry + (1|subject),
            data = inhaler, family = "gaussian")
waic2 <- WAIC(fit2)

# compare both models
compare_ic(waic1, waic2)

## End(Not run)

[Package brms version 2.6.0 Index]