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Enable loo with moment matching

Open jsocolar opened this issue 4 years ago • 1 comments

jsocolar avatar Sep 12 '21 01:09 jsocolar

Ok @SimonCMills, I think we might have a path forward here. As of cmdstanr 0.6.0 moment-matching is available in the $loo() method (i.e., fit$loo(moment_match = TRUE)). That means that if we can form the desired log-likelihood matrix in generated quantities during model fitting, we can loo with moment matching.

jsocolar avatar Nov 10 '23 22:11 jsocolar