Perform approximate leave-one-out cross-validation based on the posterior likelihood using the loo package.

```
# S3 method for brmsfit
LOO(x, ..., compare = TRUE, reloo = FALSE,
newdata = NULL, re_formula = NULL, allow_new_levels = FALSE,
sample_new_levels = "uncertainty", new_objects = list(), subset = NULL,
nsamples = NULL, pointwise = NULL, nug = NULL, k_threshold = 0.7,
update_args = list(), cores = 1, wcp = 0.2, wtrunc = 3/4)
```LOO(x, ...)

x

A fitted model object typically of class `brmsfit`

.

...

Optionally more fitted model objects.

compare

A flag indicating if the information criteria
of the models should be compared to each other
via `compare_ic`

.

reloo

Logical; Indicate whether
`reloo`

should be applied
on problematic observations. Defaults to `FALSE`

.

newdata

An optional data.frame for which to evaluate predictions.
If `NULL`

(default), the orginal data of the model is used.

re_formula

formula containing group-level effects
to be considered in the prediction.
If `NULL`

(default), include all group-level effects;
if `NA`

, include no group-level effects.

allow_new_levels

A flag indicating if new
levels of group-level effects are allowed
(defaults to `FALSE`

).
Only relevant if `newdata`

is provided.

sample_new_levels

Indicates how to sample new levels
for grouping factors specified in `re_formula`

.
This argument is only relevant if `newdata`

is provided and
`allow_new_levels`

is set to `TRUE`

.
If `"uncertainty"`

(default), include group-level uncertainty
in the predictions based on the variation of the existing levels.
If `"gaussian"`

, sample new levels from the (multivariate)
normal distribution implied by the group-level standard deviations
and correlations. This options may be useful for conducting
Bayesian power analysis.
If `"old_levels"`

, directly sample new levels from the
existing levels.

new_objects

subset

A numeric vector specifying
the posterior samples to be used.
If `NULL`

(the default), all samples are used.

nsamples

Positive integer indicating how many
posterior samples should be used.
If `NULL`

(the default) all samples are used.
Ignored if `subset`

is not `NULL`

.

pointwise

A flag indicating whether to compute the full
log-likelihood matrix at once or separately for each observation.
The latter approach is usually considerably slower but
requires much less working memory. Accordingly, if one runs
into memory issues, `pointwise = TRUE`

is the way to go.
By default, `pointwise`

is automatically chosen based on
the size of the model.

nug

Small positive number for Gaussian process terms only.
For numerical reasons, the covariance matrix of a Gaussian
process might not be positive definite. Adding a very small
number to the matrix's diagonal often solves this problem.
If `NULL`

(the default), `nug`

is chosen internally.

k_threshold

The threshold at which pareto \(k\)
estimates are treated as problematic. Defaults to `0.7`

.
Only used if argument `reloo`

is `TRUE`

.
See `pareto_k_ids`

for more details.

update_args

A `list`

of further arguments passed to
`update.brmsfit`

such
as `iter`

, `chains`

, or `cores`

.

cores

The number of cores to use for parallelization.
Default is `1`

.

wcp, wtrunc

Parameters used for
the Pareto smoothed importance sampling.
See `loo`

for details.

If just one object is provided, an object of class `ic`

.
If multiple objects are provided, an object of class `iclist`

.

`brmsfit`

:`LOO`

method for`brmsfit`

objects

When comparing models fitted to the same data,
the smaller the LOO, the better the fit.
For `brmsfit`

objects, `loo`

is an alias of `LOO`

.
Use method `add_ic`

to store
information criteria in the fitted model object for later usage.

Vehtari, A., Gelman, A., & Gabry J. (2016). Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC. In Statistics and Computing, doi:10.1007/s11222-016-9696-4. arXiv preprint arXiv:1507.04544.

Gelman, A., Hwang, J., & Vehtari, A. (2014). Understanding predictive information criteria for Bayesian models. Statistics and Computing, 24, 997-1016.

Watanabe, S. (2010). Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory. The Journal of Machine Learning Research, 11, 3571-3594.

```
# NOT RUN {
# model with population-level effects only
fit1 <- brm(rating ~ treat + period + carry,
data = inhaler, family = "gaussian")
LOO(fit1)
# model with an additional varying intercept for subjects
fit2 <- brm(rating ~ treat + period + carry + (1|subject),
data = inhaler, family = "gaussian")
# compare both models
LOO(fit1, fit2)
# }
# NOT RUN {
# }
```

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