estimate predictive error
The loo package (R) provides efficient approximate leave-one-out cross-validation (LOO), approximate standard errors for estimated predictive errors (including comparisons), and the widely applicable information criterion (WAIC).
The loo package can be used to estimate predictive error of any MCMC item-level log likelihood output (including but not limited to Stan, JAGS, BUGS, MCMCPack, NIMBLE, emcee, and SAS).
Download and Get Started
The loo package, documentation, and examples are available from CRAN.
loo package (CRAN)
Source Code and Issue Tracker
The loo package’s source code and issue tracker are hosted by GitHub.
The loo package is open-source licensed under the