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).

# S3 method for 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