possible typo in LFO-CV vignette

stan-dev / 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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Closed copernican closed 7 months ago

copernican commented 7 months ago

In the "Approximate $M$-step-ahead predictions" section of the LFO-CV vignette, there is an assignment

approx_elpds_1sap[L + 1] <- log_mean_exp(loglikm)

Should this assignment instead be approx_elpds_4sap?

jgabry commented 7 months ago

I think you're right, thank you for pointing this out! I just made a PR to fix it: https://github.com/stan-dev/loo/pull/244