user defined loss/utility functions

[avehtari]

Section 4.3 of https://avehtari.github.io/modelselection/diabetes.html demonstrates how to use loo package with other loss/utility function than log score. LOO-R^2 is another example. Both of these are just for point predictions, which is the easiest case.

Make it easier to provide user defined loss/utility function for point predictions. Arguments would be

• point estimate type given for E_loo (e.g. "mean")
• user defined function with at least two arguments 1) point predictions and 2) data y

We can later consider expanding to loo/utility functions for predictive distributions.