gev_p12_waic {fitdistcp} | R Documentation |
Waic
Description
Waic
Usage
gev_p12_waic(
waicscores,
x,
t1,
t2,
v1hat,
d1,
v2hat,
d2,
v3hat,
d3,
v4hat,
d4,
v5hat,
d5,
lddi,
lddd,
lambdad,
aderivs
)
Arguments
waicscores |
logical that indicates whether to return estimates for the waic1 and waic2 scores (longer runtime) |
x |
a vector of training data values |
t1 |
a vector of predictors for the mean |
t2 |
a vector of predictors for the sd |
v1hat |
first parameter |
d1 |
the delta used in the numerical derivatives with respect to the parameter |
v2hat |
second parameter |
d2 |
the delta used in the numerical derivatives with respect to the parameter |
v3hat |
third parameter |
d3 |
the delta used in the numerical derivatives with respect to the parameter |
v4hat |
fourth parameter |
d4 |
the delta used in the numerical derivatives with respect to the parameter |
v5hat |
fifth parameter |
d5 |
the delta used in the numerical derivatives with respect to the parameter |
lddi |
inverse observed information matrix |
lddd |
third derivative of log-likelihood |
lambdad |
derivative of the log prior |
aderivs |
logical for whether to use analytic derivatives (instead of numerical) |
Value
Two numeric values.