make_waic {fitdistcp}R Documentation

Make WAIC

Description

Make WAIC

Usage

make_waic(x, fhatx, lddi, lddd, f1f, lambdad, f2f, dim)

Arguments

x

the training data

fhatx

density of x at the maximum likelihood parameters

lddi

inverse of the second derivative log-likelihood matrix

lddd

the third derivative log-likelihood tensor

f1f

the f1 term from DMGS equation 2.1

lambdad

the slope of the log prior

f2f

the f2 term from DMGS equation 2.1

dim

number of free parameters

Value

Two scalars


[Package fitdistcp version 0.1.1 Index]