Deviance information criterion
DIC(sampler, ...)
| sampler | An object of class bayesianOutput (mcmcSampler, smcSampler, or mcmcList) |
|---|---|
| ... | further arguments passed to |
Output: list with the following elements: DIC : Deviance Information Criterion IC : Bayesian Predictive Information Criterion pD : Effective number of parameters (pD = Dbar - Dhat) pV : Effective number of parameters (pV = var(D)/2) Dbar : Expected value of the deviance over the posterior Dhat : Deviance at the mean posterior estimate
Spiegelhalter, D. J.; Best, N. G.; Carlin, B. P. & van der Linde, A. (2002) Bayesian measures of model complexity and fit. J. Roy. Stat. Soc. B, 64, 583-639. Gelman, A.; Hwang, J. & Vehtari, A. (2014) Understanding predictive information criteria for Bayesian models. Statistics and Computing, Springer US, 24, 997-1016-.