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Compare Information Criteria of Different Models

Source: R/loo.R
compare_ic.Rd

Compare information criteria of different models fitted with waic or loo. Deprecated and will be removed in the future. Please use loo_compare instead.

Usage

compare_ic(..., x = NULL, ic = c("loo", "waic", "kfold"))

Arguments

...

At least two objects returned by waic or loo. Alternatively, brmsfit objects with information criteria precomputed via add_ic may be passed, as well.

x

A list containing the same types of objects as can be passed via ....

ic

The name of the information criterion to be extracted from brmsfit objects. Ignored if information criterion objects are only passed directly.

Value

An object of class iclist.

Details

See loo_compare for the recommended way of comparing models with the loo package.

See also

loo, loo_compare add_criterion

Examples

# \dontrun{
# model with population-level effects only
fit1 <- brm(rating ~ treat + period + carry,
            data = inhaler)
#> Compiling Stan program...
#> Start sampling
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 1).
#> Chain 1: 
#> Chain 1: Gradient evaluation took 1e-05 seconds
#> Chain 1: 1000 transitions using 10 leapfrog steps per transition would take 0.1 seconds.
#> Chain 1: Adjust your expectations accordingly!
#> Chain 1: 
#> Chain 1: 
#> Chain 1: Iteration:    1 / 2000 [  0%]  (Warmup)
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#> Chain 1: 
#> Chain 1:  Elapsed Time: 0.013 seconds (Warm-up)
#> Chain 1:                0.013 seconds (Sampling)
#> Chain 1:                0.026 seconds (Total)
#> Chain 1: 
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 2).
#> Chain 2: 
#> Chain 2: Gradient evaluation took 6e-06 seconds
#> Chain 2: 1000 transitions using 10 leapfrog steps per transition would take 0.06 seconds.
#> Chain 2: Adjust your expectations accordingly!
#> Chain 2: 
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#> Chain 2: 
#> Chain 2:  Elapsed Time: 0.014 seconds (Warm-up)
#> Chain 2:                0.011 seconds (Sampling)
#> Chain 2:                0.025 seconds (Total)
#> Chain 2: 
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 3).
#> Chain 3: 
#> Chain 3: Gradient evaluation took 5e-06 seconds
#> Chain 3: 1000 transitions using 10 leapfrog steps per transition would take 0.05 seconds.
#> Chain 3: Adjust your expectations accordingly!
#> Chain 3: 
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#> Chain 3: 
#> Chain 3:  Elapsed Time: 0.014 seconds (Warm-up)
#> Chain 3:                0.013 seconds (Sampling)
#> Chain 3:                0.027 seconds (Total)
#> Chain 3: 
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 4).
#> Chain 4: 
#> Chain 4: Gradient evaluation took 4e-06 seconds
#> Chain 4: 1000 transitions using 10 leapfrog steps per transition would take 0.04 seconds.
#> Chain 4: Adjust your expectations accordingly!
#> Chain 4: 
#> Chain 4: 
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#> Chain 4: 
#> Chain 4:  Elapsed Time: 0.014 seconds (Warm-up)
#> Chain 4:                0.012 seconds (Sampling)
#> Chain 4:                0.026 seconds (Total)
#> Chain 4: 
waic1 <- waic(fit1)
#> Warning: 
#> 2 (0.3%) p_waic estimates greater than 0.4. We recommend trying loo instead.

# model with an additional varying intercept for subjects
fit2 <- brm(rating ~ treat + period + carry + (1|subject),
            data = inhaler)
#> Compiling Stan program...
#> Start sampling
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 1).
#> Chain 1: 
#> Chain 1: Gradient evaluation took 5.9e-05 seconds
#> Chain 1: 1000 transitions using 10 leapfrog steps per transition would take 0.59 seconds.
#> Chain 1: Adjust your expectations accordingly!
#> Chain 1: 
#> Chain 1: 
#> Chain 1: Iteration:    1 / 2000 [  0%]  (Warmup)
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#> Chain 1: 
#> Chain 1:  Elapsed Time: 0.682 seconds (Warm-up)
#> Chain 1:                0.314 seconds (Sampling)
#> Chain 1:                0.996 seconds (Total)
#> Chain 1: 
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 2).
#> Chain 2: 
#> Chain 2: Gradient evaluation took 2.3e-05 seconds
#> Chain 2: 1000 transitions using 10 leapfrog steps per transition would take 0.23 seconds.
#> Chain 2: Adjust your expectations accordingly!
#> Chain 2: 
#> Chain 2: 
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#> Chain 2: 
#> Chain 2:  Elapsed Time: 0.642 seconds (Warm-up)
#> Chain 2:                0.313 seconds (Sampling)
#> Chain 2:                0.955 seconds (Total)
#> Chain 2: 
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 3).
#> Chain 3: 
#> Chain 3: Gradient evaluation took 2.3e-05 seconds
#> Chain 3: 1000 transitions using 10 leapfrog steps per transition would take 0.23 seconds.
#> Chain 3: Adjust your expectations accordingly!
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#> Chain 3:                1.585 seconds (Total)
#> Chain 3: 
#> 
#> SAMPLING FOR MODEL 'anon_model' NOW (CHAIN 4).
#> Chain 4: 
#> Chain 4: Gradient evaluation took 2.1e-05 seconds
#> Chain 4: 1000 transitions using 10 leapfrog steps per transition would take 0.21 seconds.
#> Chain 4: Adjust your expectations accordingly!
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#> Chain 4: 
#> Chain 4:  Elapsed Time: 0.61 seconds (Warm-up)
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#> Chain 4: 
waic2 <- waic(fit2)
#> Warning: 
#> 26 (4.5%) p_waic estimates greater than 0.4. We recommend trying loo instead.

# compare both models
compare_ic(waic1, waic2)
#> Warning: 'compare_ic' is deprecated and will be removed in the future. Please use 'loo_compare' instead.
#>                WAIC    SE
#> fit1        1059.07 52.00
#> fit2        1038.88 51.98
#> fit1 - fit2   20.18  8.91
# }