I am trying to write a program in R and I need to calculate WAIC (Watanabe 2013);
R packages: MuMIn & AICcmodavg only provide support for (AIC, QAIC, AICc,..) but not WAIC. Any idea?
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http://www.stat.columbia.edu/~gelman/research/unpublished/waic_stan.pdf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
thank you Denis
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