-
-
Notifications
You must be signed in to change notification settings - Fork 34
/
DESCRIPTION
57 lines (57 loc) · 2.16 KB
/
DESCRIPTION
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
Package: loo
Type: Package
Title: Efficient Leave-One-Out Cross-Validation and WAIC for Bayesian Models
Version: 2.8.0.9000
Date: 2024-07-03
Authors@R: c(person("Aki", "Vehtari", email = "[email protected]", role = c("aut")),
person("Jonah", "Gabry", email = "[email protected]", role = c("cre", "aut")),
person("Måns", "Magnusson", role = c("aut")),
person("Yuling", "Yao", role = c("aut")),
person("Paul-Christian", "Bürkner", role = c("aut")),
person("Topi", "Paananen", role = c("aut")),
person("Andrew", "Gelman", role = c("aut")),
person("Ben", "Goodrich", role = c("ctb")),
person("Juho", "Piironen", role = c("ctb")),
person("Bruno", "Nicenboim", role = c("ctb")),
person("Leevi", "Lindgren", role = c("ctb")))
Maintainer: Jonah Gabry <[email protected]>
URL: https://mc-stan.org/loo/, https://discourse.mc-stan.org
BugReports: https://github.com/stan-dev/loo/issues
Description: 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.
License: GPL (>=3)
LazyData: TRUE
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)
VignetteBuilder: knitr
Encoding: UTF-8
SystemRequirements: pandoc (>= 1.12.3), pandoc-citeproc
RoxygenNote: 7.3.1
Roxygen: list(markdown = TRUE)