Package description, glossary, and included data sets

loo-package

Efficient LOO-CV and WAIC for Bayesian models

loo-glossary

LOO package glossary

loo-datasets

Datasets for loo examples and vignettes

Approximate LOO-CV

Approximate LOO-CV, Pareto smoothed importance sampling (PSIS), and diagnostics.

loo() loo_i() is.loo() is.psis_loo()

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

loo_subsample()

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

loo_approximate_posterior()

Efficient approximate leave-one-out cross-validation (LOO) for posterior approximations

loo_moment_match()

Moment matching for efficient approximate leave-one-out cross-validation (LOO)

E_loo()

Compute weighted expectations

psis() is.psis() is.sis() is.tis()

Pareto smoothed importance sampling (PSIS)

tis()

Truncated importance sampling (TIS)

sis()

Standard importance sampling (SIS)

weights(<importance_sampling>)

Extract importance sampling weights

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

Diagnostics for Pareto smoothed importance sampling (PSIS)

Model comparison and weighting/averaging

Functions for comparing models and computing model weights via stacking of predictive distributions or pseudo-BMA weighting.

loo_compare() print(<compare.loo>) print(<compare.loo_ss>)

Model comparison

loo_model_weights() stacking_weights() pseudobma_weights()

Model averaging/weighting via stacking or pseudo-BMA weighting

Helper functions for K-fold CV

kfold_split_random() kfold_split_stratified() kfold_split_grouped()

Helper functions for K-fold cross-validation

kfold() is.kfold()

Generic function for K-fold cross-validation for developers

Other functions

waic() is.waic()

Widely applicable information criterion (WAIC)

extract_log_lik()

Extract pointwise log-likelihood from a Stan model

relative_eff()

Convenience function for computing relative efficiencies

gpdfit()

Estimate parameters of the Generalized Pareto distribution

example_loglik_array() example_loglik_matrix()

Objects to use in examples and tests

print(<loo>) print(<waic>) print(<psis_loo>) print(<importance_sampling_loo>) print(<psis_loo_ap>) print(<psis>) print(<importance_sampling>)

Print methods

Deprecated functions

compare()

Model comparison (deprecated, old version)

psislw()

Pareto smoothed importance sampling (deprecated, old version)