loo
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stan-dev
loo R package for approximate leave-one-out cross-validation (LOO-CV) and Pareto smoothed importance sampling (PSIS)
Hi dev, with reference to [this issue](https://github.com/paul-buerkner/brms/issues/1225) from `brms` raised by @zfarley, I'm attempting to provide a simplified code which will hopefully reproduce the crash when attempting to perform `loo_moment_match`...
A few times users have asked how much variability there can be in khat estimate if they would re-run MCMC. We can estimate that by looking at the marginal posterior...
Hi, I'm trying to run loo with moment matching on an rstan model fit in a previous session. The stanfit object was saved using: ``` fit -> -> .local Execution...
[As described here](https://www.jstor.org/stable/2336308?seq=4#metadata_info_tab_contents); drawing from a Bayesian bootstrap, smoothed with a uniform interpolation between points, gives some [pretty big improvements](http://faculty.missouri.edu/kaplandm/pdfs/Kaplan_Hofmann_BB_quantile.pdf) to the quality of inferences.
I ran a few `brms` models with `backend = "cmdstanr"` and wanted to compare models with `loo`. `loo` runs with a warning: ``` It is recommended to set 'moment_match =...
I think a breakdown of LOO scores into calibration/refinement would be interesting and useful to users. Mentioning @avehtari because Jonah mentioned you'd proposed adding this decomposition and said you might...
Using packages rstanarm and loo to run a logistic regression with four different intercepts and univariate slope hierarchical by individual, then using k-fold leave-one-group-out for model selection (kfold_split_grouped, then kfold)....
The loo repo has only GPL-3 license. @aloctavodia asked to re-use LOO glossary. Maybe we should add also explicit CC license for the text content? Stan manual is with CC-BY...
Given the new research progress on ["hierarchical stacking"](https://arxiv.org/abs/2101.08954), it would be useful to implement this new tool into the loo package. This new tool needs more user customization: after a...
