library(rstan)
# fit is stored in phillipsstan.Rdata on Dropbox
con <- url("https://dl.dropboxusercontent.com/u/7618380/phillipsstan.Rdata")
# Confirm that the object "fit" is loaded
print(load(con))
## [1] "fit"
# Is a stan object
class(fit)
## [1] "stanfit"
## attr(,"package")
## [1] "rstan"
# Get loglike values
loglik <- loo::extract_log_lik(stanfit = fit)
# Warning: p_waic estimates greater than 0.40
loo::waic(loglik, parameter_name = "log_lik")
## Warning: 100 (100.0%) p_waic estimates greater than 0.4.
## We recommend trying loo() instead.
## Computed from 450 by 100 log-likelihood matrix
##
## Estimate SE
## elpd_waic -148531.5 17763.1
## p_waic 137872.6 17643.6
## waic 297063.1 35526.3
## Warning: 100 (100.0%) p_waic estimates greater than 0.4.
## We recommend trying loo() instead.
# Warning: Pareto k diagnosis values too high
loo::loo(loglik, parmaeter_name = "log_lik")
## Warning: Some Pareto k diagnostic values are too high. See help('pareto-k-
## diagnostic') for details.
## Computed from 450 by 100 log-likelihood matrix
##
## Estimate SE
## elpd_loo -26587.4 1403.3
## p_loo 15928.5 1245.8
## looic 53174.7 2806.6
##
## Pareto k diagnostic values:
## Count Pct
## (-Inf, 0.5] (good) 0 0.0%
## (0.5, 0.7] (ok) 0 0.0%
## (0.7, 1] (bad) 0 0.0%
## (1, Inf) (very bad) 100 100.0%
## See help('pareto-k-diagnostic') for details.