```
# NOT RUN {
### Array and matrix methods (using example objects included with loo package)
# Array method
LLarr <- example_loglik_array()
rel_n_eff <- relative_eff(exp(LLarr))
loo(LLarr, r_eff = rel_n_eff, cores = 2)
# Matrix method
LLmat <- example_loglik_matrix()
rel_n_eff <- relative_eff(exp(LLmat), chain_id = rep(1:2, each = 500))
loo(LLmat, r_eff = rel_n_eff, cores = 2)
### Using log-likelihood function instead of array or matrix
set.seed(124)
# Simulate data and draw from posterior
N <- 50; K <- 10; S <- 100; a0 <- 3; b0 <- 2
p <- rbeta(1, a0, b0)
y <- rbinom(N, size = K, prob = p)
a <- a0 + sum(y); b <- b0 + N * K - sum(y)
fake_posterior <- as.matrix(rbeta(S, a, b))
dim(fake_posterior) # S x 1
fake_data <- data.frame(y,K)
dim(fake_data) # N x 2
llfun <- function(data_i, draws) {
# each time called internally within loo the arguments will be equal to:
# data_i: ith row of fake_data (fake_data[i,, drop=FALSE])
# draws: entire fake_posterior matrix
dbinom(data_i$y, size = data_i$K, prob = draws, log = TRUE)
}
# Use the loo_i function to check that llfun works on a single observation
# before running on all obs. For example, using the 3rd obs in the data:
loo_3 <- loo_i(i = 3, llfun = llfun, data = fake_data, draws = fake_posterior, r_eff = NA)
print(loo_3$pointwise[, "elpd_loo"])
# Use loo.function method (setting r_eff=NA since this posterior not obtained via MCMC)
loo_with_fn <- loo(llfun, draws = fake_posterior, data = fake_data, r_eff = NA)
# If we look at the elpd_loo contribution from the 3rd obs it should be the
# same as what we got above with the loo_i function and i=3:
print(loo_with_fn$pointwise[3, "elpd_loo"])
print(loo_3$pointwise[, "elpd_loo"])
# Check that the loo.matrix method gives same answer as loo.function method
log_lik_matrix <- sapply(1:N, function(i) {
llfun(data_i = fake_data[i,, drop=FALSE], draws = fake_posterior)
})
loo_with_mat <- loo(log_lik_matrix, r_eff = NA)
all.equal(loo_with_mat$estimates, loo_with_fn$estimates) # should be TRUE!
# }
# NOT RUN {
### For package developers: defining loo methods
# An example of a possible loo method for 'stanfit' objects (rstan package).
# A similar method is included in the rstan package.
# In order for users to be able to call loo(stanfit) instead of
# loo.stanfit(stanfit) the NAMESPACE needs to be handled appropriately
# (roxygen2 and devtools packages are good for that).
#
loo.stanfit <-
function(x,
pars = "log_lik",
...,
save_psis = FALSE,
cores = getOption("mc.cores", 1)) {
stopifnot(length(pars) == 1L)
LLarray <- loo::extract_log_lik(stanfit = x,
parameter_name = pars,
merge_chains = FALSE)
r_eff <- loo::relative_eff(x = exp(LLarray), cores = cores)
loo::loo.array(LLarray,
r_eff = r_eff,
cores = cores,
save_psis = save_psis)
}
# }
# NOT RUN {
# }
```

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