Ok @SimonCMills, I think we might have a path forward here. As of cmdstanr 0.6.0 moment-matching is available in the $loo() method (i.e., fit$loo(moment_match = TRUE)). That means that if we can form the desired log-likelihood matrix in generated quantities during model fitting, we can loo with moment matching.
Ok @SimonCMills, I think we might have a path forward here. As of cmdstanr 0.6.0 moment-matching is available in the
$loo()method (i.e.,fit$loo(moment_match = TRUE)). That means that if we can form the desired log-likelihood matrix ingenerated quantitiesduring model fitting, we can loo with moment matching.