Model comparison (deprecated)

This function is deprecated. Please use the new model_compare() function instead. See vignette("migration-guide", package = "loo") for details.

loo_compare() remains an exported generic so that loo_compare methods registered by other packages keep dispatching as before, but it is frozen at its previous behavior: it compares "loo", "waic", and "kfold" objects on ELPD only. Comparing pred_measure results requires model_compare().

The deprecation warning is issued once per session, so a script that calls loo_compare() repeatedly is not flooded with warnings.

Usage

loo_compare(x, ...)

# Default S3 method
loo_compare(x, ...)

# S3 method for class 'psis_loo_ss_list'
loo_compare(x, ...)

Arguments

x

An object of class "loo" or a list of such objects. If a list is used then the list names will be used as the model names in the output.

...

Additional objects of class "loo", if not passed in as a single list.

Value

See model_compare(). For the inputs loo_compare() still accepts, the result is identical to what model_compare() returns.

See also

model_compare()

Examples

LL <- example_loglik_array()
loo1 <- loo(LL)
loo2 <- loo(LL + 1)

# deprecated; identical to model_compare(loo1, loo2)
suppressWarnings(loo_compare(loo1, loo2))
#>   model elpd_diff se_diff p_worse diag_diff diag_elpd
#>  model2       0.0     0.0      NA                    
#>  model1     -32.0     0.0    1.00   N < 100          
#> 
#> Diagnostic flags present.
#> See ?`loo-glossary` (sections `diag_diff` and `diag_elpd`)
#> or https://mc-stan.org/loo/reference/loo-glossary.html.

# use this instead
model_compare(loo1, loo2)
#>   model elpd_diff se_diff p_worse diag_diff diag_elpd
#>  model2       0.0     0.0      NA                    
#>  model1     -32.0     0.0    1.00   N < 100          
#> 
#> Diagnostic flags present.
#> See ?`loo-glossary` (sections `diag_diff` and `diag_elpd`)
#> or https://mc-stan.org/loo/reference/loo-glossary.html.