waic.cumhist function

Computes widely applicable information criterion (WAIC).

Computes widely applicable information criterion via loo library. It can be used for a model comparison via loo::loo_compare() function.

## S3 method for class 'cumhist'
waic(x, ...)

Arguments

• x: A cumhist object.
• ...: Additional arguments (unused)

Returns

A named list, see loo::waic() for details.

Examples

data(br_singleblock)
gamma_fit <- fit_cumhist(br_singleblock, state="State", duration="Duration")
waic_gamma <- waic(gamma_fit)
normal_fit <- fit_cumhist(br_singleblock, state="State", duration="Duration", family="normal")
waic_normal <- waic(normal_fit)
loo::loo_compare(waic_gamma, waic_normal)