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Compute LOO-CV

Source: R/fitter.R
loo.Rd

Compute leave-one-out cross-validation using Pareto-smoothed importance sampling (PSIS-LOO).

Usage

loo(fitter, fit_result)

Arguments

fitter

An S7 Fitter object

fit_result

A bayesim_fit_result object from fit()

Value

A list containing:

  • elpd: Expected log predictive density (scalar)

  • p_loo: Effective number of parameters (scalar)

  • elpd_se: Standard error of ELPD (scalar)

  • pareto_k: Pareto k diagnostic values (vector of length N)

  • Additional loo-specific diagnostics