loglik {bayesforecast} | R Documentation |
Extract posterior sample of the accumulated log-likelihood from a varstan
object
Description
Convenience function for extracting the posterior sample of the accumulated
log-likelihood array from a fitted varstan
object.
Usage
loglik(object, permuted = TRUE)
Arguments
object |
a |
permuted |
a logical scalar indicating whether the draws after
the |
Value
A real value with the accumulated log likelihood.
References
Vehtari, A., Gelman, A., & Gabry J. (2016). Practical Bayesian model
evaluation using leave-one-out cross-validation and WAIC. In Statistics
and Computing, doi:10.1007/s11222-016-9696-4
.
Gelman, A., Hwang, J., & Vehtari, A. (2014). Understanding predictive information criteria for Bayesian models. Statistics and Computing. 24, 997-1016.
Watanabe, S. (2010). Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory. The Journal of Machine Learning Research. 11, 3571-3594.
Examples
model = Sarima(birth,order = c(0,1,2),seasonal = c(1,1,1))
fit1 = varstan(model,iter = 500,chains = 1)
log1 = loglik(fit1)
log1