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

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NAMESPACE

NEWS.md R/E_loo.R R/compare.R R/crps.R R/datasets.R R/diagnostics.R R/effective_sample_sizes.R R/elpd.R R/example_log_lik_array.R R/extract_log_lik.R R/gpdfit.R R/helpers.R R/importance_sampling.R R/kfold-generic.R R/kfold-helpers.R R/loo-glossary.R R/loo-package.R R/loo.R R/loo_approximate_posterior.R R/loo_compare.R R/loo_compare.psis_loo_ss_list.R R/loo_model_weights.R R/loo_moment_matching.R R/loo_predictive_metric.R R/loo_subsample.R R/pointwise.R R/print.R R/psis.R R/psis_approximate_posterior.R R/psislw.R R/sis.R R/split_moment_matching.R

R/sysdata.rda

R/tis.R R/waic.R R/zzz.R README.md data-raw/generate-example_loglik_array.R data-raw/generate-example_posterior_approximation.R

data-raw/voice_data.csv

data-raw/voice_loo_values.csv

data/Kline.rda

data/milk.rda

data/voice.rda

data/voice_loo.rda

inst/CITATION

loo.Rproj

man-roxygen/array.R man-roxygen/bayesvis-reference.R man-roxygen/cores.R man-roxygen/function.R man-roxygen/internal-function-note.R man-roxygen/is_method.R man-roxygen/loo-and-compare-references.R man-roxygen/loo-and-psis-references.R man-roxygen/loo-large-data-references.R man-roxygen/loo-uncertainty-reference.R man-roxygen/matrix.R man-roxygen/moment-matching-references.R man-roxygen/stacking-references.R man-roxygen/vector.R man/E_loo.Rd man/ap_psis.Rd man/compare.Rd man/crps.Rd man/dot-compute_point_estimate.Rd man/dot-ndraws.Rd man/dot-thin_draws.Rd man/elpd.Rd man/example_loglik_array.Rd man/extract_log_lik.Rd

man/figures/logo.svg

man/figures/stanlogo.png

man/find_model_names.Rd man/gpdfit.Rd man/importance_sampling.Rd man/kfold-generic.Rd man/kfold-helpers.Rd man/loo-datasets.Rd man/loo-glossary.Rd man/loo-package.Rd man/loo.Rd man/loo_approximate_posterior.Rd man/loo_compare.Rd man/loo_model_weights.Rd man/loo_moment_match.Rd man/loo_moment_match_split.Rd man/loo_predictive_metric.Rd man/loo_subsample.Rd man/nlist.Rd man/nobs.psis_loo_ss.Rd man/obs_idx.Rd man/old-extractors.Rd man/parallel_psis_list.Rd man/pareto-k-diagnostic.Rd man/pointwise.Rd man/print.loo.Rd man/print_dims.Rd man/psis.Rd man/psis_approximate_posterior.Rd man/psislw.Rd man/relative_eff.Rd man/sis.Rd man/tis.Rd man/update.psis_loo_ss.Rd man/waic.Rd man/weights.importance_sampling.Rd tests/testthat.R tests/testthat/data-for-tests/function_method_stuff.R

tests/testthat/data-for-tests/loo_subsample_vignette.rda

tests/testthat/data-for-tests/normal_reg_waic_test_example.rda

tests/testthat/data-for-tests/normal_reg_waic_test_example2.rda

tests/testthat/data-for-tests/test_data_psis_approximate_posterior.rda

tests/testthat/data-for-tests/test_radon_laplace_loo.rda

tests/testthat/reference-results/E_loo_default_mean.rds

tests/testthat/reference-results/E_loo_default_quantile_10_50_90.rds

tests/testthat/reference-results/E_loo_default_quantile_50.rds

tests/testthat/reference-results/E_loo_default_sd.rds

tests/testthat/reference-results/E_loo_default_var.rds

tests/testthat/reference-results/E_loo_matrix_mean.rds

tests/testthat/reference-results/E_loo_matrix_quantile_10_90.rds

tests/testthat/reference-results/E_loo_matrix_quantile_50.rds

tests/testthat/reference-results/E_loo_matrix_sd.rds

tests/testthat/reference-results/E_loo_matrix_var.rds

tests/testthat/reference-results/compare_three_models.rds

tests/testthat/reference-results/compare_two_models.rds

tests/testthat/reference-results/crps.rds

tests/testthat/reference-results/elpd.rds

tests/testthat/reference-results/gpdfit.rds

tests/testthat/reference-results/gpdfit_default_grid.rds

tests/testthat/reference-results/gpdfit_old.rds

tests/testthat/reference-results/loo.rds

tests/testthat/reference-results/loo_compare_three_models.rds

tests/testthat/reference-results/loo_compare_two_models.rds

tests/testthat/reference-results/loo_crps.rds

tests/testthat/reference-results/loo_predictive_metric_acc_mean.rds

tests/testthat/reference-results/loo_predictive_metric_acc_quant.rds

tests/testthat/reference-results/loo_predictive_metric_bacc_mean.rds

tests/testthat/reference-results/loo_predictive_metric_bacc_quant.rds

tests/testthat/reference-results/loo_predictive_metric_mae_mean.rds

tests/testthat/reference-results/loo_predictive_metric_mae_quant.rds

tests/testthat/reference-results/loo_predictive_metric_mse_mean.rds

tests/testthat/reference-results/loo_predictive_metric_mse_quant.rds

tests/testthat/reference-results/loo_predictive_metric_rmse_mean.rds

tests/testthat/reference-results/loo_predictive_metric_rmse_quant.rds

tests/testthat/reference-results/loo_scrps.rds

tests/testthat/reference-results/mcse_loo.rds

tests/testthat/reference-results/model_weights_pseudobma.rds

tests/testthat/reference-results/model_weights_stacking.rds

tests/testthat/reference-results/moment_match_loo_1.rds

tests/testthat/reference-results/moment_match_loo_2.rds

tests/testthat/reference-results/moment_match_loo_3.rds

tests/testthat/reference-results/moment_match_loo_Stan_1.rds

tests/testthat/reference-results/moment_match_split.rds

tests/testthat/reference-results/moment_match_var_and_cov.rds

tests/testthat/reference-results/psis.rds

tests/testthat/reference-results/relative_eff.rds

tests/testthat/reference-results/scrps.rds

tests/testthat/reference-results/waic.rds

vignettes/children/SEE-ONLINE.txt

vignettes/children/SETTINGS-knitr.txt

vignettes/loo2-elpd.Rmd vignettes/loo2-example.Rmd vignettes/loo2-large-data.Rmd vignettes/loo2-lfo.Rmd vignettes/loo2-mixis.Rmd vignettes/loo2-moment-matching.Rmd vignettes/loo2-non-factorized.Rmd vignettes/loo2-weights.Rmd vignettes/loo2-with-rstan.Rmd vignettes/online-only/faq.Rmd

vignettes/online-only/faq.bib

vignettes/online-only/harvard-cite-them-right.csl

jgabry/loo documentation built on Nov. 26, 2024, 5:29 p.m.

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jgabry/loo
Efficient Leave-One-Out Cross-Validation and WAIC for Bayesian Models

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

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jgabry/loo Efficient Leave-One-Out Cross-Validation and WAIC for Bayesian Models

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

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