stanfit-method-loo-moment-match: Moment matching for efficient approximate leave-one-out...

In rstan: R Interface to Stan

Moment matching for efficient approximate leave-one-out cross-validation (LOO)

Description

A loo_moment_match method that is customized for stanfit objects. The loo_moment_match method for stanfit objects —a wrapper around the loo_moment_match (loo package)— updates a loo object using moment matching (Paananen et al., 2020).

Usage

## S3 method for class 'stanfit'
loo_moment_match(x,
    loo = loo,
    ...)

Arguments

x	An object of S4 class stanfit.
loo	A loo object that is modified.
...	Further arguments.

Value

The loo_moment_match() methods return an updated loo object.

References

Paananen, T., Piironen, J., Buerkner, P.-C., Vehtari, A. (2020). Implicitly Adaptive Importance Sampling. preprint arXiv:1906.08850

See Also

loo(), loo_moment_match()

rstan documentation built on May 29, 2024, 11:04 a.m.