loo: weights.importance_sampling – R documentation

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loo

weights.importance_sampling

Extract importance sampling weights

Description

Extract importance sampling weights

Usage

## S3 method for class 'importance_sampling'
weights(object, ..., log = TRUE, normalize = TRUE)

Arguments

`object`	An object returned by `psis()`, `tis()`, or `sis()`.
`...`	Ignored.
`log`	Should the weights be returned on the log scale? Defaults to `TRUE`.
`normalize`	Should the weights be normalized? Defaults to `TRUE`.

Value

The weights() method returns an object with the same dimensions as the log_weights component of object. The normalize and log arguments control whether the returned weights are normalized and whether or not to return them on the log scale.

Examples

# See the examples at help("psis")

loo

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

v2.4.1

GPL (>= 3)

Authors

Aki Vehtari [aut], Jonah Gabry [cre, aut], Mans Magnusson [aut], Yuling Yao [aut], Paul-Christian Bürkner [aut], Topi Paananen [aut], Andrew Gelman [aut], Ben Goodrich [ctb], Juho Piironen [ctb], Bruno Nicenboim [ctb]

Initial release

2020-12-07