loo: Efficient Leave-One-Out Cross-Validation and WAIC for Bayesian Models
Version 1.1.0

Efficient approximate leave-one-out cross-validation (LOO) using Pareto smoothed importance sampling (PSIS), a new procedure for regularizing importance weights. As a byproduct of the calculations, we also obtain approximate standard errors for estimated predictive errors and for the comparison of predictive errors between models. We also compute the widely applicable information criterion (WAIC).

AuthorAki Vehtari [aut], Andrew Gelman [aut], Jonah Gabry [cre, aut], Juho Piironen [ctb], Ben Goodrich [ctb]
Date of publication2017-03-27 15:21:52 UTC
MaintainerJonah Gabry <jsg2201@columbia.edu>
LicenseGPL (>= 3)
Version1.1.0
URL http://mc-stan.org/ https://groups.google.com/forum/#!forum/stan-users
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("loo")

Getting started

Package overview

Popular man pages

compare: Model comparison
E_loo: Compute weighted expectations
extract_log_lik: Extract pointwise log-likelihood matrix from a Stan model
gpdfit: Generalized Pareto distribution
loo: Leave-one-out cross-validation (LOO)
loo-package: Efficient LOO and WAIC for Bayesian models
nlist: Named lists
See all...

All man pages Function index File listing

Man pages

compare: Model comparison
E_loo: Compute weighted expectations
extract_log_lik: Extract pointwise log-likelihood matrix from a Stan model
gpdfit: Generalized Pareto distribution
loo: Leave-one-out cross-validation (LOO)
loo-package: Efficient LOO and WAIC for Bayesian models
nlist: Named lists
pareto-k-diagnostic: Diagnostics for Pareto Smoothed Importance Sampling
print.loo: Print method for 'loo' objects
psislw: Pareto smoothed importance sampling (PSIS)
waic: Widely applicable information criterion (WAIC)

Functions

E_fun Source code
E_loo Man page Source code
E_loo.default Man page Source code
E_loo.matrix Man page Source code
cbind_list Source code
colVars_ll Source code
compare Man page Source code
extract_log_lik Man page Source code
fr Source code
get_pareto_k Source code
gpdfit Man page Source code
is.loo Source code
k_cut Source code
k_help Source code
logColMeansExp Source code
logColMeansExp_ll Source code
loo Man page Source code
loo-package Man page
loo.function Man page Source code
loo.matrix Man page Source code
lw_cutpoint Source code
lw_normalize Source code
lw_truncate Source code
lx Source code
nlist Man page Source code
onAttach Source code
onLoad Source code
pareto-k-diagnostic Man page
pareto_k_ids Man page Source code
pareto_k_table Man page Source code
plot.loo Man page Source code
plot_k Source code
pointwise_loo Source code
pointwise_waic Source code
print.compare.loo Source code
print.loo Man page Source code
print.pareto_k_table Source code
psislw Man page Source code
psislw_warnings Source code
pwaic_warnings Source code
qgpd Source code
release_questions Source code
totals Source code
unlist_lapply Source code
waic Man page Source code
waic.function Man page Source code
waic.matrix Man page Source code
warn Source code
wmean Source code
wquant Source code
wvar Source code

Files

inst
inst/CITATION
inst/doc
inst/doc/loo-example.R
inst/doc/loo-example.Rmd
inst/doc/loo-example.html
tests
tests/testthat.R
tests/testthat
tests/testthat/E_loo_default_quantile_50.rds
tests/testthat/E_loo_matrix_var.rds
tests/testthat/test_compare.R
tests/testthat/test_E_loo.R
tests/testthat/test_psislw.R
tests/testthat/E_loo_matrix_quantile_50.rds
tests/testthat/E_loo_default_var.rds
tests/testthat/E_loo_default_quantile_10_90.rds
tests/testthat/E_loo_default_mean.rds
tests/testthat/E_loo_matrix_mean.rds
tests/testthat/E_loo_matrix_quantile_10_90.rds
tests/testthat/test_extract_log_lik.R
tests/testthat/test_helpers.R
tests/testthat/test_print_plot.R
tests/testthat/test_loo_and_waic.R
tests/testthat/test_gpdfit.R
NAMESPACE
NEWS.md
R
R/gpdfit.R
R/extract_log_lik.R
R/helpers.R
R/waic.R
R/loo_expectation.R
R/loo.R
R/print.R
R/loo_package.R
R/psislw.R
R/compare.R
R/zzz.R
R/pareto_k.R
vignettes
vignettes/loo-example.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
man
man/loo.Rd
man/figures
man/figures/stanlogo.png
man/loo-package.Rd
man/E_loo.Rd
man/psislw.Rd
man/waic.Rd
man/print.loo.Rd
man/nlist.Rd
man/compare.Rd
man/extract_log_lik.Rd
man/gpdfit.Rd
man/pareto-k-diagnostic.Rd
loo documentation built on May 19, 2017, 1:59 p.m.

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