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loo_predictive_metric and loo_crps could accept psis objects to reduce computation #213

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jgabry opened this issue Mar 22, 2023 · 2 comments

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@jgabry
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jgabry commented Mar 22, 2023

If the user already has a psis object then loo_predictive_metric and loo_[s]crps could use that object instead of rerunning psis internally (similar to what E_loo already does, except in this case it would be optional). If no psis object is provided then they could compute it as they do now. @LeeviLindgren @avehtari what do you think? (This doesn't need to be done right now, it could be for the next release after this one.)

@avehtari
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I prefer the behavior in different functions to be consistent, so if E_loo does that then it would be good to have in other functions, too

@LeeviLindgren
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Agreed, makes sense

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