Description Usage Arguments Value References See Also

As of version `2.0.0`

this function is deprecated. Please use the
`psis`

function for the new PSIS algorithm.

1 2 |

`lw` |
A matrix or vector of log weights. For computing LOO, |

`wcp` |
The proportion of importance weights to use for the generalized
Pareto fit. The |

`wtrunc` |
For truncating very large weights to |

`cores` |
The number of cores to use for parallelization. This defaults to
the option |

`llfun, llargs` |
See |

`...` |
Ignored when |

A named list with components `lw_smooth`

(modified log weights)
and `pareto_k`

(estimated generalized
Pareto shape parameter(s) k).

Vehtari, A., Gelman, A., and Gabry, J. (2017a). Practical
Bayesian model evaluation using leave-one-out cross-validation and WAIC.
*Statistics and Computing*. 27(5), 1413–1432.
doi:10.1007/s11222-016-9696-4.
(published
version, arXiv preprint).

Vehtari, A., Gelman, A., and Gabry, J. (2017b). Pareto smoothed importance sampling. arXiv preprint: http://arxiv.org/abs/1507.02646/

`pareto-k-diagnostic`

for PSIS diagnostics.

loo documentation built on April 11, 2018, 5:04 p.m.

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