All functions

E_loo()

Compute weighted expectations

compare()

Model comparison

example_loglik_array() example_loglik_matrix()

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() is.kfold()

Generic function for K-fold cross-validation for developers

kfold_split_random() kfold_split_stratified() kfold_split_grouped()

Helper functions for K-fold cross-validation

loo-datasets

Datasets for loo examples and vignettes

loo-glossary

LOO package glossary

loo-package

Efficient LOO-CV and WAIC for Bayesian models

loo

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

loo_compare() print(<compare.loo>)

Model comparison

loo_model_weights() stacking_weights() pseudobma_weights()

Model averaging/weighting via stacking or pseudo-BMA weighting

pareto_k_table() pareto_k_ids() pareto_k_values() psis_n_eff_values() mcse_loo() plot(<psis_loo>) plot(<psis>)

Diagnostics for Pareto smoothed importance sampling (PSIS)

print(<loo>) print(<waic>) print(<psis_loo>) print(<psis>)

Print methods

psis() weights(<psis>) is.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)