Efficient approximate leave-one-out cross-validation (LOO) for Bayesian models fit using Markov chain Monte Carlo, as described in Vehtari, Gelman, and Gabry (2017) <doi:10.1007/s11222-016-9696-4>. The approximation uses Pareto smoothed importance sampling (PSIS), a new procedure for regularizing importance weights. As a byproduct of the calculations, we also obtain approximate standard errors for estimated predictive errors and for the comparison of predictive errors between models. The package also provides methods for using stacking and other model weighting techniques to average Bayesian predictive distributions.
Version: 2.8.0 Depends: R (≥ 3.1.2) Imports: checkmate, matrixStats (≥ 0.52), parallel, posterior (≥ 1.5.0), stats Suggests: bayesplot (≥ 1.7.0), brms (≥ 2.10.0), ggplot2, graphics, knitr, rmarkdown, rstan, rstanarm (≥ 2.19.0), rstantools, spdep, testthat (≥ 2.1.0) Published: 2024-07-03 DOI: 10.32614/CRAN.package.loo Author: Aki Vehtari [aut], Jonah Gabry [cre, aut], MÃ¥ns Magnusson [aut], Yuling Yao [aut], Paul-Christian Bürkner [aut], Topi Paananen [aut], Andrew Gelman [aut], Ben Goodrich [ctb], Juho Piironen [ctb], Bruno Nicenboim [ctb], Leevi Lindgren [ctb] Maintainer: Jonah Gabry <jsg2201 at columbia.edu> BugReports: https://github.com/stan-dev/loo/issues License: GPL (≥ 3) URL: https://mc-stan.org/loo/, https://discourse.mc-stan.org NeedsCompilation: no SystemRequirements: pandoc (>= 1.12.3), pandoc-citeproc Citation: loo citation info Materials: NEWS In views: Bayesian CRAN checks: loo results Documentation: Downloads: Reverse dependencies: Reverse depends: bistablehistory, evidence, spsurv, TriDimRegression Reverse imports: BAMBI, bayclumpr, bayesdfa, BayesERtools, bayesforecast, BayesGrowth, bayesnec, beanz, bellreg, blavaan, bmgarch, bmggum, bmscstan, brms, bsitar, causalOT, conformalbayes, disbayes, dynamite, EBcoBART, eDNAjoint, FlexReg, flocker, glmmfields, hbamr, hBayesDM, HeckmanStan, hsstan, LMMELSM, mcmcsae, mcp, measr, MetaStan, missingHE, MixSIAR, multilevelcoda, mvgam, pcFactorStan, phylopairs, projpred, publipha, rater, rbioacc, rmsb, rmstBayespara, rstan, rstanarm, rtmpt, serofoi, StanMoMo, survextrap, tsnet, ubms, walker Reverse suggests: bayesplot, bayesvl, bmstdr, expertsurv, footBayes, GUD, multinma, performance, redist, rPBK, sccomp, tipsae, webSDM Linking:Please use the canonical form https://CRAN.R-project.org/package=loo to link to this page.
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