rstantools (version 1.5.0)

loo-prediction: Generic functions for LOO predictions

Description

See the methods in the rstanarm package for examples.

Usage

loo_linpred(object, ...)

loo_predict(object, ...)

loo_predictive_interval(object, ...)

loo_pit(object, ...)

# S3 method for default loo_pit(object, y, lw, ...)

Arguments

object

The object to use.

...

Arguments passed to methods. See the methods in the rstanarm package for examples.

y

For the default method of loo_pit, a vector of \(y\) values the same length as the number of columns in the matrix used as object.

lw

For the default method of loo_pit, a matrix of log-weights of the same length as the number of columns in the matrix used as object.

Value

loo_predict, loo_linpred, and loo_pit (probability integral transform) methods should return a vector with length equal to the number of observations in the data. loo_predictive_interval methods should return a two-column matrix formatted in the same way as for predictive_interval.

See Also

  • Guidelines and recommendations for developers of R packages interfacing with Stan and a demonstration getting a simple package working can be found in the vignettes included with rstantools and at http://mc-stan.org/rstantools/articles/.