See the methods in the rstanarm package for examples.
loo_linpred(object, ...)loo_predict(object, ...)
loo_predictive_interval(object, ...)
loo_pit(object, ...)
# S3 method for default
loo_pit(object, y, lw, ...)
The object to use.
Arguments passed to methods. See the methods in the rstanarm package for examples.
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.
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.
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().
The rstanarm package (mc-stan.org/rstanarm) for example methods (CRAN, GitHub).
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 mc-stan.org/rstantools/articles.