@ANasc, just a quick status update: DIC was added to a new repo called ModelComparisons
, along with BIC and AIC. This repo also has WAIC and PSILOO. It will take a few days for registration to be approved. I will also submit a change to MCMCChains so that you can calculate DIC directly from a Chain object. If you need to use DIC
immediately, you can switch to my forks for MCMCChains
and ModelComparisons
until new releases are official. I plan on adding functionality to hook MCMCChains
into WAIC and PSILOO
in the next week or so.
7 Likes