loo.clmstan: Leave-One-Out Cross-Validation for clmstan objects

In clmstan: Cumulative Link Models with 'CmdStanR'

Leave-One-Out Cross-Validation for clmstan objects

Description

Computes approximate leave-one-out cross-validation (LOO-CV) for a fitted cumulative link model using Pareto smoothed importance sampling (PSIS).

Usage

## S3 method for class 'clmstan'
loo(x, ..., r_eff = NULL, cores = getOption("mc.cores", 1), save_psis = FALSE)

Arguments

x	A clmstan object returned by clm_stan.
...	Additional arguments passed to loo.
r_eff	A vector of relative effective sample sizes for each observation, or NULL (default) to compute them automatically using relative_eff. Set to NA to skip r_eff computation (faster but diagnostics may be over-optimistic).
cores	The number of cores to use for parallel computation. Defaults to getOption("mc.cores", 1).
save_psis	If TRUE, the PSIS object is saved in the returned object. This is required for some downstream functions like E_loo(). Default is FALSE.

Details

The function extracts the log-likelihood matrix (log_lik) computed in the generated quantities block of the Stan model and passes it to loo.

Pareto k diagnostics: Observations with high Pareto k values (k > 0.7) indicate potential problems with the LOO approximation for those observations. Use plot() on the returned object to visualize the Pareto k values.

Model comparison: Use loo_compare to compare multiple models. Models with higher elpd_loo are preferred.

Value

An object of class c("psis_loo", "loo") containing:

• estimates: A matrix with columns Estimate and SE for elpd_loo, p_loo, and looic.

• pointwise: A matrix with pointwise contributions.

• diagnostics: A list with Pareto k values and effective sample sizes for each observation.

See Also

waic.clmstan for WAIC computation, loo for details on the LOO algorithm, loo_compare for model comparison.

Examples

## Not run: 
fit <- clm_stan(rating ~ temp, data = wine)
loo_result <- loo(fit)
print(loo_result)
plot(loo_result)

# Compare two models
fit1 <- clm_stan(rating ~ temp, data = wine, link = "logit")
fit2 <- clm_stan(rating ~ temp, data = wine, link = "probit")
loo::loo_compare(loo(fit1), loo(fit2))

## End(Not run)

clmstan documentation built on June 29, 2026, 5:06 p.m.