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

A loo_moment_match method that is customized for stanfit objects. The loo_moment_match method for stanfit objects —a wrapper around the loo_moment_match (loo package)— updates a loo object using moment matching (Paananen et al., 2020).

Usage

# S3 method for class 'stanfit'
loo_moment_match(x,
    loo = loo,
    ...)

Arguments

x

An object of S4 class stanfit.

loo

A loo object that is modified.

...

Further arguments.

Value

The loo_moment_match() methods return an updated loo object.

References

Paananen, T., Piironen, J., Buerkner, P.-C., Vehtari, A. (2020). Implicitly Adaptive Importance Sampling. preprint arXiv:1906.08850

See also

loo(), loo_moment_match()