Efficient approximate leave-one-out cross-validation (LOO) for Bayesian models fit using Markov chain Monte Carlo. The approximation uses Pareto smoothed importance sampling (PSIS), a new procedure for regularizing importance weights. As a byproduct of the calculations, we also obtain approximate standard errors for estimated predictive errors and for the comparison of predictive errors between models. The package also provides methods for using stacking and other model weighting techniques to average Bayesian predictive distributions.
| Version: | 2.1.0 |
| Depends: | R (≥ 3.1.2) |
| Imports: | graphics, matrixStats (≥ 0.52), parallel, stats, checkmate |
| Suggests: | bayesplot (≥ 1.5.0), brms (≥ 2.2.0), ggplot2, knitr, rmarkdown, rstan, rstanarm (≥ 2.17.4), rstantools, spdep, testthat |
| Published: | 2019-03-13 |
| Author: | Aki Vehtari [aut], Andrew Gelman [aut], Jonah Gabry [cre, aut], Yuling Yao [aut], Paul-Christian Bürkner [ctb], Ben Goodrich [ctb], Juho Piironen [ctb], Mans Magnusson [ctb] |
| Maintainer: | Jonah Gabry <jsg2201 at columbia.edu> |
| BugReports: | https://github.com/stan-dev/loo/issues |
| License: | GPL (≥ 3) |
| URL: | https://mc-stan.org/loo, https://discourse.mc-stan.org |
| NeedsCompilation: | no |
| SystemRequirements: | pandoc (>= 1.12.3), pandoc-citeproc |
| Citation: | loo citation info |
| Materials: | NEWS |
| CRAN checks: | loo results |
| Reference manual: | loo.pdf |
| Vignettes: |
Using the loo package Approximate leave-future-out cross-validation for time series models Leave-one-out cross-validation for non-factorizable models Bayesian Stacking and Pseudo-BMA weights Writing Stan programs for use with the loo package |
| Package source: | loo_2.1.0.tar.gz |
| Windows binaries: | r-devel: loo_2.1.0.zip, r-release: loo_2.1.0.zip, r-oldrel: loo_2.1.0.zip |
| OS X binaries: | r-release: loo_2.1.0.tgz, r-oldrel: loo_2.1.0.tgz |
| Old sources: | loo archive |
| Reverse depends: | evidence |
| Reverse imports: | BAMBI, bayesdfa, beanz, blavaan, BMSC, brms, glmmfields, hBayesDM, missingHE, MixSIAR, projpred, psycho, rstan, rstanarm, rstap |
| Reverse suggests: | bayesplot, bayesvl, CopulaDTA, idealstan, performance, rstantools |
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