Man pages for jgabry/loo
Efficient Leave-One-Out Cross-Validation and WAIC for Bayesian Models
| ap_psis | Pareto smoothed importance sampling (PSIS) using approximate... |
| compare | Model comparison (deprecated, old version) |
| crps | Continuously ranked probability score |
| dot-compute_point_estimate | Compute a point estimate from a draws object |
| dot-ndraws | The number of posterior draws in a draws object. |
| dot-thin_draws | Thin a draws object |
| E_loo | Compute weighted expectations |
| elpd | Generic (expected) log-predictive density |
| example_loglik_array | Objects to use in examples and tests |
| extract_log_lik | Extract pointwise log-likelihood from a Stan model |
| find_model_names | Find the model names associated with '"loo"' objects |
| gpdfit | Estimate parameters of the Generalized Pareto distribution |
| importance_sampling | A parent class for different importance sampling methods. |
| kfold-generic | Generic function for K-fold cross-validation for developers |
| kfold-helpers | Helper functions for K-fold cross-validation |
| loo | Efficient approximate leave-one-out cross-validation (LOO) |
| loo_approximate_posterior | Efficient approximate leave-one-out cross-validation (LOO)... |
| loo_compare | Model comparison |
| loo-datasets | Datasets for loo examples and vignettes |
| loo-glossary | LOO package glossary |
| loo_model_weights | Model averaging/weighting via stacking or pseudo-BMA... |
| loo_moment_match | Moment matching for efficient approximate leave-one-out... |
| loo_moment_match_split | Split moment matching for efficient approximate leave-one-out... |
| loo-package | Efficient LOO-CV and WAIC for Bayesian models |
| loo_predictive_metric | Estimate leave-one-out predictive performance.. |
| loo_subsample | Efficient approximate leave-one-out cross-validation (LOO)... |
| nlist | Named lists |
| nobs.psis_loo_ss | The number of observations in a 'psis_loo_ss' object. |
| obs_idx | Get observation indices used in subsampling |
| old-extractors | Extractor methods |
| parallel_psis_list | Parallel psis list computations |
| pareto-k-diagnostic | Diagnostics for Pareto smoothed importance sampling (PSIS) |
| pointwise | Convenience function for extracting pointwise estimates |
| print_dims | Print dimensions of log-likelihood or log-weights matrix |
| print.loo | Print methods |
| psis | Pareto smoothed importance sampling (PSIS) |
| psis_approximate_posterior | Diagnostics for Laplace and ADVI approximations and... |
| psislw | Pareto smoothed importance sampling (deprecated, old version) |
| relative_eff | Convenience function for computing relative efficiencies |
| sis | Standard importance sampling (SIS) |
| tis | Truncated importance sampling (TIS) |
| update.psis_loo_ss | Update 'psis_loo_ss' objects |
| waic | Widely applicable information criterion (WAIC) |
| weights.importance_sampling | Extract importance sampling weights |
