add_ic.Rmd

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

Description
Add information criteria and fit indices to fitted model objects
Usage
<pre><code>
add_ic(x, ...)
## S3 method for class '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, ...)
</code></pre>

#### 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.
as.mcmc.brmsfit 9
#### Details
The methods add_loo and add add_waic are just convenient wrappers around add_ic.
#### Value
An object of the same class as x, but with information criteria added for later usage.
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)
## End(Not run)