Learn R Programming

loo (version 0.1.2)

psisloo: psisloo

Description

psislw performs Pareto smooth importance sampling. psisloo calls psislw and does useful post-processing for computing LOO and WAIC.

Usage

psisloo(log_lik, ...)

Arguments

log_lik
an $S$ by $N$ matrix, where $S$ is the size of the posterior sample and $N$ is the number of data points (see extract_log_lik).
...
optional arguments to pass to psislw.

Value

  • psislw returns a list with modified log weights and tail indices. psisloo calls psislw(lw = -log_lik,...), post-processes the results, and returns a named list with components [object Object],[object Object]

Details

See the 'PSIS-LOO' section in loo-package.

See Also

psislw, loo, loo-package.