Fix performance summary bugs for subsampled PSIS-LOO CV

stan-dev / projpred

Projection predictive variable selection

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

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Fix performance summary bugs for subsampled PSIS-LOO CV #475

Closed fweber144 closed 8 months ago

fweber144 commented 8 months ago

This fixes several bugs (mainly in get_stat()) that were sometimes causing incorrect predictive performance results (i.e., point estimate, standard error, confidence interval) in case of subsampled PSIS-LOO CV. For details, see the commit messages.