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]