DIC function

Deviance Information Criterion (DIC)

Deviance Information Criterion (DIC)

Computes the Deviance Information Criterion (DIC), which is a generalization of the Akaike Information Criterion. Models with smaller DIC are considered to fit better than models with larger DIC.

DIC(object, ...)

Arguments

  • object: an instance of class opm whose DIC is wanted.
  • ...: further arguments passed to other methods.

Returns

a numeric value with the corresponding DIC

Details

DIC is defined as DIC=2DˉDθDIC = 2*\bar{D} - D_\theta

where: Dˉ=2mean(loglikelihoodatparametersamples)\bar{D} = -2 mean(log-likelihood at parameter samples)

Dθ=2log(likelihoodatexpectedvalueofparameters)D_\theta = -2 * log(likelihood at expected value of parameters)

DIC is calculated as: 2 * (-2 * mean(log-likelihood at each element of parameter samples)) -(-2 * log(likelihood at mean parameter sample value))

Note

Note the speed of computation of the DIC in proportional to the number of sampled values of the parameters in the opm object.

  • Maintainer: Mark Pickup
  • License: GPL (>= 3)
  • Last published: 2022-06-09

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