importance_sampling: A parent class for different importance sampling methods.

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

A parent class for different importance sampling methods.

Description

A parent class for different importance sampling methods.

Usage

importance_sampling(log_ratios, method, ...)

Arguments

log_ratios	An array, matrix, or vector of importance ratios on the log scale (for PSIS-LOO these are negative log-likelihood values). See the Methods (by class) section below for a detailed description of how to specify the inputs for each method.
method	The importance sampling method to use. The following methods are implemented: "psis": Pareto-Smoothed Importance Sampling (PSIS). Default method. "tis": Truncated Importance Sampling (TIS) with truncation at sqrt(S), where S is the number of posterior draws. "sis": Standard Importance Sampling (SIS).
...	Arguments passed on to the various methods.

loo documentation built on March 31, 2023, 10:11 p.m.