R/model_comparison.R
waic.rater_fit.Rd
Compute the WAIC - a measure of model fit - of a rater fit object.
# S3 method for class 'rater_fit'
waic(x, ...)
A waic/loo object.
This function provides provides an additional method for model
comparison, on top of the loo()
function. In general we recommend that
loo()
is preferred: see the documentation of the loo package for details.
Also, note the comments regarding model selection the the details section
of loo()
.
Watanabe, S. (2010). Asymptotic equivalence of Bayes cross validation and widely application information criterion in singular learning theory. Journal of Machine Learning Research 11, 3571-3594.
Vehtari, A., Gelman, A., and Gabry, J. (2017a). Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC. Statistics and Computing. 27(5), 1413–1432. doi:10.1007/s11222-016-9696-4 (journal version, preprint arXiv:1507.04544).
# \donttest{
fit_ds <- rater(anesthesia, "dawid_skene", verbose = FALSE, chains = 1)
fit_ccds <- rater(anesthesia, "class_conditional_dawid_skene",
verbose = FALSE, chains = 1)
waic(fit_ds)
#> Warning:
#> 20 (44.4%) p_waic estimates greater than 0.4. We recommend trying loo instead.
#>
#> Computed from 1000 by 45 log-likelihood matrix.
#>
#> Estimate SE
#> elpd_waic -234.0 16.9
#> p_waic 20.0 2.5
#> waic 468.0 33.9
#>
#> 20 (44.4%) p_waic estimates greater than 0.4. We recommend trying loo instead.
waic(fit_ccds)
#> Warning:
#> 8 (17.8%) p_waic estimates greater than 0.4. We recommend trying loo instead.
#>
#> Computed from 1000 by 45 log-likelihood matrix.
#>
#> Estimate SE
#> elpd_waic -245.9 18.1
#> p_waic 10.6 1.3
#> waic 491.7 36.2
#>
#> 8 (17.8%) p_waic estimates greater than 0.4. We recommend trying loo instead.
# }