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loo-prediction

Generic functions for LOO predictions

Description

See the methods in the rstanarm package for examples.

Usage

loo_linpred(object, ...)

loo_predict(object, ...)

loo_predictive_interval(object, ...)

loo_pit(object, ...)

## Default S3 method:
loo_pit(object, y, lw, ...)

Arguments

object

The object to use.
...

Arguments passed to methods. See the methods in the rstanarm package for examples.
y

For the default method of loo_pit(), a vector of y values the same length as the number of columns in the matrix used as object.
lw

For the default method of loo_pit(), a matrix of log-weights of the same length as the number of columns in the matrix used as object.

Value

loo_predict(), loo_linpred(), and loo_pit() (probability integral transform) methods should return a vector with length equal to the number of observations in the data. loo_predictive_interval() methods should return a two-column matrix formatted in the same way as for predictive_interval().

See Also

  • Guidelines and recommendations for developers of R packages interfacing with Stan and a demonstration getting a simple package working can be found in the vignettes included with rstantools and at mc-stan.org/rstantools/articles.

rstantools

Tools for Developing R Packages Interfacing with 'Stan'

v2.1.1
GPL (>= 3)
Authors
Jonah Gabry [aut, cre], Ben Goodrich [aut], Martin Lysy [aut], Stefan Siegert [ctb], Trustees of Columbia University [cph]
Initial release
2020-07-05

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