waic_compare()

Compare two WAIC results computed on the same observations.

Usage

Source

waic_compare(
    result1,
    result2,
)

The standard error of the difference uses the pointwise ELPD values from both models, giving a paired comparison that accounts for correlation across observations.

Parameters

result1: WAICResult

WAIC results from two models fitted to the same data. Must have the same number of observations.

result2: WAICResult

WAIC results from two models fitted to the same data. Must have the same number of observations.

Returns

WAICComparison