Compute information criteria for model comparison

Takes an mcpfit as input and computes information criteria using loo or WAIC. Compare models using loo_compare and loo_model_weights. more in loo.

criterion(fit, criterion = "loo", ...)

# S3 method for mcpfit
loo(x, ...)

# S3 method for mcpfit
waic(x, ...)

Arguments

fit	An mcpfit object.
criterion	One of "loo" (calls loo) or "waic" (calls waic).
...	Currently ignored
x	An mcpfit object.

Value

a loo or psis_loo object.

Methods (by generic)

• loo: Computes loo on mcpfit objects

• waic: Computes WAIC on mcpfit objects

See also

criterion

criterion

Examples

# \donttest{
# Define two models and sample them
# options(mc.cores = 3)  # Speed up sampling
model1 = list(y ~ 1 + x, ~ 1)
model2 = list(y ~ 1 + x)  # Without a change point
fit1 = mcp(model1, ex_plateaus)
fit2 = mcp(model2, ex_plateaus)

# Compute LOO for each and compare (works for waic(fit) too)
fit1$loo = loo(fit1)
fit2$loo = loo(fit2)
loo::loo_compare(fit1$loo, fit2$loo)
# }