WAICResult

Result of WAIC computation on a fitted GAM.

Usage

Source

WAICResult(
    elpd_waic,
    se_elpd_waic,
    p_waic,
    waic,
    pointwise,
)

Attributes

elpd_waic: float

Expected log pointwise predictive density, summed over observations. Higher is better.

se_elpd_waic: float

Approximate standard error of elpd_waic, computed as sqrt(n * var(pointwise)).

p_waic: float

Effective number of parameters (WAIC penalty), computed as the sum of the per-observation variance of the log-likelihood across posterior draws.

waic: float

The WAIC value on the deviance scale: -2 * elpd_waic. Lower is better.

pointwise: NDArray

Per-observation ELPD contributions, shape (n,).