Closed miguelbiron closed 1 year ago
It’s a slightly different continuity correction. If you plug them in a calculator you’ll see it doesn’t make a practical difference.
It's true, the difference is small, but noticeable. In any case, I thought I'd raise this issue because it explains the difference I was seeing versus the loo package. Thanks for clarifying.
Hi -- I'm trying to understand differences in the output of
gpd_fit
and the output of the functiongpdfit
in the R packageloo
. Is there a reason to have this linehttps://github.com/TuringLang/ParetoSmooth.jl/blob/b1d603ecc34282bdfc54224247e11be3784407fe/src/GPD.jl#L55
be different from the corresponding one in
loo
?https://github.com/stan-dev/loo/blob/9b9a8a81928f37895772d7977b433894d837082d/R/gpdfit.R#L41
Specifically, why use
instead of
?