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loo
loo R package for approximate leave-one-out cross-validation (LOO-CV) and Pareto smoothed importance sampling (PSIS)
https://mc-stan.org/loo
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Small fix in loo_model_weights doc
#276
avehtari
opened
6 hours ago
0
Inconsistent documentation for `k_threshold` in `loo_moment_match()`?
#275
kthayashi
opened
2 days ago
1
`neg_binomial_2_rng` can obstruct `loo_moment_match()`
#274
kthayashi
opened
2 weeks ago
0
avoid under and overflows in stacking
#273
avehtari
closed
1 month ago
0
"Error in if (varx == 0) { : missing value where TRUE/FALSE needed" with fit$loo() but not loo::loo(fit$draws("log_lik"))
#272
mhollanders
opened
3 months ago
13
projpred tests failing with posterior 1.6.0
#271
fweber144
closed
3 months ago
3
Add support functions for Mixture IS LOO
#270
avehtari
opened
3 months ago
0
Fix issue with pareto_khat output no longer being a list
#269
n-kall
closed
4 months ago
1
fix equations in loo-glossary
#268
avehtari
closed
3 months ago
1
update PSIS ref + link to Nabiximols study for Jacobian correction
#267
avehtari
closed
5 months ago
1
update psis ref + some minor typo fixes
#266
avehtari
closed
5 months ago
0
Add support for Jacobian adjustment
#265
avehtari
opened
6 months ago
0
Fix E_loo_khat error when posterior::pareto_khat returns NA
#264
jgabry
closed
6 months ago
2
`loo_R2` can fail on examples where it worked before
#263
bgoodri
closed
6 months ago
4
catch Stan log_prob exceptions inside moment matching
#262
avehtari
closed
6 months ago
2
Stan log_prob exceptions cause moment_matching to fail
#261
avehtari
closed
6 months ago
0
Port C++ psis code to loo?
#260
SteveBronder
opened
6 months ago
1
fix loo_moment_matching NaN issue
#259
avehtari
closed
7 months ago
1
loo_moment_match fails if new log likelihood is -Inf
#258
avehtari
closed
7 months ago
0
fix loo_moment_match p_loo computation
#257
avehtari
closed
7 months ago
0
loo_moment_match_i computes wrong p_loo
#256
avehtari
closed
7 months ago
0
pareto_khat with tail = "both" returns NA when either tails are constant
#255
n-kall
closed
7 months ago
1
update PSIS references in vignettes
#254
jgabry
closed
7 months ago
1
Remove duplicate bullet point diagnostics.R
#253
avehtari
closed
7 months ago
1
update psis paper reference
#252
avehtari
closed
7 months ago
1
make E_loo Pareto-k diagnostic more robust
#251
avehtari
closed
7 months ago
1
E_loo fails with github version of posterior
#250
avehtari
closed
7 months ago
5
Use more functions from the posterior package
#249
avehtari
opened
7 months ago
0
show NA for n_eff/ESS if k > k_threshold
#248
avehtari
closed
7 months ago
1
improved E_loo Pareto-k diagnostics
#247
avehtari
closed
7 months ago
9
simplify mcse_elpd using log-normal approximation
#246
avehtari
closed
7 months ago
1
Improved mcse_elpd_loo
#245
avehtari
opened
7 months ago
4
Fix typo and deprecations in LFO vignette
#244
jgabry
closed
7 months ago
0
possible typo in LFO-CV vignette
#243
copernican
closed
7 months ago
1
fix R cmd check notes and revert name change
#242
jgabry
closed
8 months ago
1
pointwise() convenience function for extracting pointwise estimates
#241
jgabry
closed
7 months ago
2
Avoid R cmd check NOTEs about some internal functions
#240
jgabry
closed
8 months ago
0
Register internal S3 methods
#239
jgabry
closed
8 months ago
1
Doc improvement in loo_subsample.R
#238
avehtari
closed
9 months ago
3
Subsampling loo diff_srs_est code differs from eq (9)
#237
avehtari
closed
8 months ago
11
Update E_loo khat diagnostic
#236
avehtari
closed
7 months ago
3
use new k threshold
#235
avehtari
closed
7 months ago
37
Don't warn about slightly large khats
#234
avehtari
closed
7 months ago
0
fix R cmd check note due to importance_sampling roxygen template
#233
jgabry
closed
10 months ago
1
Fix unbalanced knitr backticks
#232
jgabry
closed
10 months ago
0
Fix unbalanced knitr chunk delimiters
#231
jgabry
closed
10 months ago
0
Add order statistic warning
#230
yannmclatchie
closed
10 months ago
6
update array syntax in vignettes
#229
jgabry
closed
11 months ago
1
Update to new Stan array syntax
#228
jgabry
closed
11 months ago
0
Inconsistent Pareto k-values for SIS?
#227
fweber144
opened
1 year ago
10
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