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Efficient approximate leave-one-out cross-validation using the loo package

loo.jsdmStanFit.Rd

This function uses the loo package to compute PSIS-LOO CV, efficient approximate leave-one-out (LOO) cross-validation for Bayesian models using Pareto smoothed importance sampling (PSIS). This requires that the model was fit using log_lik = TRUE.

Usage

# S3 method for class 'jsdmStanFit'
loo(x, calc_reff = TRUE, cores = getOption("mc.cores", 1), ...)

Arguments

x

The jsdmStanFit model object

calc_reff

Whether to calculate the relative efficiencies for loo, by default TRUE. If set to FALSE then relative efficiency is assumed to be 1.

cores

The number of cores the loo functions use, by default uses the mc.cores option (or 1, if unspecified).

...

Other arguments passed to the loo function

Value

A list with class c("psis_loo","loo"), as detailed in the loo documentation