Computing waic for a Multivariate Gaussian likelihood

`waic.mult` computes WAIC for a Multivariate Gaussian likelihood

Usage

waic.mult(inf, y)

Arguments

inf

a list with nsim elements. Each element of the list is a result of applying extract_lp_sigma.

y

is a matrix in N x D with the response variable.

Value

p.eff.waic, waic

Author

Joaquín Martínez-Minaya <jmarminaya@gmail.com>