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

compare | Model comparison |

E_loo | Compute weighted expectations |

example_loglik_array | Objects to use in examples and tests |

extract_log_lik | Extract pointwise log-likelihood from a Stan model |

gpdfit | Estimate parameters of the Generalized Pareto distribution |

kfold-helpers | Helper functions for K-fold cross-validation |

loo | Efficient approximate leave-one-out cross-validation (LOO) |

loo-datasets | Datasets for loo examples and vignettes |

loo_model_weights | Model averaging/weighting via stacking or pseudo-BMA... |

loo-package | Efficient LOO-CV and WAIC for Bayesian models |

nlist | Named lists |

old-extractors | Extractor methods |

pareto-k-diagnostic | Diagnostics for Pareto smoothed importance sampling (PSIS) |

print_dims | Print dimensions of log-likelihood or log-weights matrix |

print.loo | Print methods |

psis | Pareto smoothed importance sampling (PSIS) |

psislw | Pareto smoothed importance sampling (deprecated, old version) |

relative_eff | Convenience function for computing relative efficiencies |

waic | Widely applicable information criterion (WAIC) |

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