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

compareModel comparison
E_looCompute weighted expectations
extract_log_likExtract pointwise log-likelihood matrix from a Stan model
gpdfitGeneralized Pareto distribution
looLeave-one-out cross-validation (LOO)
loo-packageEfficient LOO and WAIC for Bayesian models
model_selectModel selection via Leave-one-out log predictive density...
model_weightsModel averaging via stacking or Pseudo-BMA weighting.
nlistNamed lists
pareto-k-diagnosticDiagnostics for Pareto Smoothed Importance Sampling
print.looPrint method for 'loo' objects
pseudobma_weightPseudo-BMA weighting using Bayesian bootstrap samples...
psislwPareto smoothed importance sampling (PSIS)
stacking_weightStacking of predictive distributions
waicWidely applicable information criterion (WAIC)
stan-dev/loo documentation built on Sept. 12, 2017, 11:26 p.m.