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New features in R-INLA (April 2015)

posted 4 Apr 2015, 00:58 by Havard Rue   [ updated 4 Apr 2015, 01:02 ]
This post is to announce two new features in R-INLA

r = inla(...., control.compute = list(waic=TRUE))

and then the waic-value and p.eff is there as r$waic$waic and r$waic$p.eff

  • In a recent report, we suggests a way to improve Laplace approximations without extra computational costs. This is important for hard and difficult cases (see the report for details). This improvement can be enabled using
r = inla(..., control.inla = list(
correct = TRUE,
correct.factor = <VALUE>))

where 'correct.factor' is a robustness-factor (see the report for details).  In the report we used a correct.factor=10, while the default value in R-INLA is currently 1. The default value in R-INLA might change at a later stage.

Please feel free to report your experience with this improved approximation to