loo
or
waic
instead.loo_and_waic(log_lik, ...)loo_and_waic_diff(loo1, loo2)
extract_log_lik
psislw
. Possible
arguments and their defaults are:
[object Object],[object Object],[object Object],[object Object],[object Object]We recommend using the default values for the
'loo'
.Returned for both LOO and WAIC are the expected log pointwise predictive
density (elpd
), the estimated effective number of parameters
(p
), and the information criteria on the deviance scale (e.g.
looic = -2*elpd_loo
). Also returned are the pointwise contributions of
each of these measures, standard errors, and the estimated shape parameter
$k$ for the Pareto fit to the importance ratios for each leave-one-out
distribution.