loo: Efficient Leave-One-Out Cross-Validation and WAIC for Bayesian Models (original) (raw)
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], Måns 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 |
| 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 |
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| 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, ubms, walker |
| Reverse suggests: | bayesplot, bayesvl, bmstdr, expertsurv, footBayes, GUD, multinma, performance, redist, rPBK, sccomp, tipsae, webSDM |
Linking:
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