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

ap_psisPareto smoothed importance sampling (PSIS) using approximate...
compareModel comparison (deprecated, old version)
crpsContinuously ranked probability score
dot-compute_point_estimateCompute a point estimate from a draws object
dot-ndrawsThe number of posterior draws in a draws object.
dot-thin_drawsThin a draws object
E_looCompute weighted expectations
elpdGeneric (expected) log-predictive density
example_loglik_arrayObjects to use in examples and tests
extract_log_likExtract pointwise log-likelihood from a Stan model
find_model_namesFind the model names associated with '"loo"' objects
gpdfitEstimate parameters of the Generalized Pareto distribution
importance_samplingA parent class for different importance sampling methods.
kfold-genericGeneric function for K-fold cross-validation for developers
kfold-helpersHelper functions for K-fold cross-validation
looEfficient approximate leave-one-out cross-validation (LOO)
loo_approximate_posteriorEfficient approximate leave-one-out cross-validation (LOO)...
loo_compareModel comparison
loo-datasetsDatasets for loo examples and vignettes
loo-glossaryLOO package glossary
loo_model_weightsModel averaging/weighting via stacking or pseudo-BMA...
loo_moment_matchMoment matching for efficient approximate leave-one-out...
loo_moment_match_splitSplit moment matching for efficient approximate leave-one-out...
loo-packageEfficient LOO-CV and WAIC for Bayesian models
loo_predictive_metricEstimate leave-one-out predictive performance..
loo_subsampleEfficient approximate leave-one-out cross-validation (LOO)...
nlistNamed lists
nobs.psis_loo_ssThe number of observations in a 'psis_loo_ss' object.
obs_idxGet observation indices used in subsampling
old-extractorsExtractor methods
parallel_psis_listParallel psis list computations
pareto-k-diagnosticDiagnostics for Pareto smoothed importance sampling (PSIS)
pointwiseConvenience function for extracting pointwise estimates
print_dimsPrint dimensions of log-likelihood or log-weights matrix
print.looPrint methods
psisPareto smoothed importance sampling (PSIS)
psis_approximate_posteriorDiagnostics for Laplace and ADVI approximations and...
psislwPareto smoothed importance sampling (deprecated, old version)
relative_effConvenience function for computing relative efficiencies
sisStandard importance sampling (SIS)
tisTruncated importance sampling (TIS)
update.psis_loo_ssUpdate 'psis_loo_ss' objects
waicWidely applicable information criterion (WAIC)
weights.importance_samplingExtract importance sampling weights
jgabry/loo documentation built on Nov. 26, 2024, 5:29 p.m.