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rstan

stanfit-method-loo-moment-match

Moment matching for efficient approximate leave-one-out cross-validation (LOO)

Description

A loo_moment_match method that is customized for stanfit objects. The loo_moment_match method for stanfit objects —a wrapper around the loo_moment_match (loo package)— updates a loo object using moment matching (Paananen et al., 2020).

Usage

## S3 method for class 'stanfit'
loo_moment_match(x,
    loo = loo,
    ...)

Arguments

x

An object of S4 class stanfit.
loo

A loo object that is modified.
...

Further arguments.

Value

The loo_moment_match() methods return an updated loo object.

References

Paananen, T., Piironen, J., Buerkner, P.-C., Vehtari, A. (2020). Implicitly Adaptive Importance Sampling. preprint arXiv:1906.08850

See Also

rstan

R Interface to Stan

v2.21.2
GPL (>= 3)
Authors
Jiqiang Guo [aut], Jonah Gabry [aut], Ben Goodrich [cre, aut], Sebastian Weber [aut], Daniel Lee [ctb], Krzysztof Sakrejda [ctb], Modrak Martin [ctb], Trustees of Columbia University [cph], Oleg Sklyar [cph] (R/cxxfunplus.R), The R Core Team [cph] (R/pairs.R, R/dynGet.R), Jens Oehlschlaegel-Akiyoshi [cph] (R/pairs.R), John Maddock [cph] (gamma.hpp), Paul Bristow [cph] (gamma.hpp), Nikhar Agrawal [cph] (gamma.hpp), Christopher Kormanyos [cph] (gamma.hpp), Bronder Steve [ctb]
Initial release
2020-07-27

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