Fix PSIS-LOO CV with `validate_search = FALSE` and a single projected draw

stan-dev / projpred

Projection predictive variable selection

https://mc-stan.org/projpred/

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Fix PSIS-LOO CV with `validate_search = FALSE` and a single projected draw #454

Closed fweber144 closed 1 year ago

fweber144 commented 1 year ago

This fixes a bug for PSIS-LOO CV with validate_search = FALSE and a single projected draw (the sub_psisloo <- importance_sampling_func(-log_lik_ref, [...] call gave the error

Error in importance_sampling_object(unnormalized_log_weights = log_weights,  :
is.matrix(unnormalized_log_weights) is not TRUE

which came from the loo package).