stan-dev / rstanarm

rstanarm R package for Bayesian applied regression modeling
https://mc-stan.org/rstanarm
GNU General Public License v3.0
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loo does not yet support moment_match #562

Open bgoodri opened 2 years ago

bgoodri commented 2 years ago

Summary:

Recent versions of loo have a moment_match argument, but the loo method in rstanarm cannot utilize it

Description:

https://mc-stan.org/loo/articles/loo2-moment-matching.html

Can we squeeze this into the rstanarm CRAN release? I think we just need to get the unconstrained draws from the CSV like we do with the bridgesampling method and then provide the functions for loo like we do with rstanarm now.