Efficient Leave-One-Out Cross-Validation and WAIC for Bayesian Models


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Documentation for package ‘loo’ version 1.0.0

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loo-package Efficient LOO and WAIC for Bayesian models
compare Model comparison
extract_log_lik Extract log-likelihood from a Stan model
loo Leave-one-out cross-validation (LOO)
loo.function Leave-one-out cross-validation (LOO)
loo.matrix Leave-one-out cross-validation (LOO)
pareto-k-diagnostic Diagnostics for Pareto Smoothed Importance Sampling
pareto_k_ids Diagnostics for Pareto Smoothed Importance Sampling
pareto_k_table Diagnostics for Pareto Smoothed Importance Sampling
plot.loo Diagnostics for Pareto Smoothed Importance Sampling
print.loo Print method for 'loo' objects
psislw Pareto smoothed importance sampling (PSIS)
waic Widely applicable information criterion (WAIC)
waic.function Widely applicable information criterion (WAIC)
waic.matrix Widely applicable information criterion (WAIC)