Does anyone have experience with WAIC information criteria using R?

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Denis Cornet

Hi,

Aki Vehtari and Andrew Gelman just publish a paper showing how to compute WAIC, IS-LOO, K-fold cross-validation, and related diagnostic quantities in the Bayesian inference package Stan as called from R:

http://www.stat.columbia.edu/~gelman/research/unpublished/waic_stan.pdf

denis

Amer Bakhach

thank you Denis